Hello,
Assume we have the scenario:
The current position is LONG 10
There is one working order SELL 10 @SomePrice LIMIT
Then several partial fills happens:
1: The time is 0 seconds: SELL 1
The server sends all messages related to this fill/position changes.
2: The time is 10 seconds: SELL 2
The server sends all messages related to this fill/position changes.
3: The time is 20 seconds: SELL 3
The server sends all messages related to this fill/position changes.
4: The time is 30 seconds: SELL 4
The server sends all messages related to this fill/position changes.
The position is FLAT now. The order is filled.
The structure of messages is described here https://docs.ironbeamapi.com/#tag/Streaming/operation/getStream
The question is:
Is the sequence of the WS messages predefined/documented?
For instance:
The server ALWAYS sends the fill, then sends the position update, then sends the balance update.
If the order of WS messages is documented: Where can find the documentation about the ORDER of messages?
If the order of messages is not documented: Is this order the same for all events(fills)?
Thank you!