Order object should have 2 ids, a client id and an exchange/broker id about nautilus_trader

[cjdsellers]

Ok, let me have a ponder and I'll make a change.

[cjdsellers]

This is similar logic to what already occurs. Currently there is .id which is the identifier set by the user/client, and there is id_broker which is determined once accepted by the broker. On reflection this may be slightly confusing as it looks like its the identifier FOR the broker.

I accept the naming here could be better, clOrderID is already established in FIX protocols and I believe BitMEX for example use client_id and their own order_id?

I like the idea of two separate classes though so there is no chance of mixing up a ClientOrderId with the brokers OrderId... not certain of the best naming convention though.

[cjdsellers]

Also bear in mind I would like to continue having the platform general for as many trading domains as possible including more traditional brokers such as IB, FXCM etc. So it's not always an exchange we're dealing with directly.

[scoriiu]

Yes, Bitmex and many more use this notation Order.id and Order.client_id. So I think having client_id or id_client instead of id_broker is more clear and generic as well.

[cjdsellers]

I've had a read of a couple of the other APIs plus FIX. client_id it is. I'll change the class name to ClientOrderId and OrderId will now be that which is assigned by the broker/exchange.

What are your thoughts on the position ids now? There's a similar issue.

[scoriiu]

I'm not sure I follow regarding id-ing the position. As far as I know the position is identified by the account_id and the instrument. Some exchanges doesn't even return the account_id for the position, some of them return a unique id. There certainly is not a uniform interface for it.

I didn't yet see the case where the user is given the option to provide the id when opening a position.

[cjdsellers]

Sure. Well the platform currently allows the user to specify a client_id for positions ahead of time (to associate with an order), this may be redundant though. It should only be necessary to wait for the broker/exchange assigned ticket/position_id or whatever they may call it.

The refactoring for the client order ids should be complete shortly. On Order the property is client_id on the events its cl_ord_id just following the conventions I'm seeing in API docs.

Those broker_ids just become id on the Order, and order_id on the events.

[scoriiu]

Sounds good. Will have a look on it when finished.

[cjdsellers]

Ok I managed to get that one through. Quite a large commit.

I may need to tidy up some documentation in due course.

I'll keep investigating the usage of the position ids too.

[scoriiu]

Wow, quite a lot of changes. Great work!

[cjdsellers]

I decided for clarity to standardize on cl_ord_id for the order property as well.

I did another refactoring sweep and picked up a lot of documentation too.

I'm investigating whether this cl_pos_id client position identifiers are event necessary. For simplicity it would be better just to use whatever the broker/exchange assigns (if anything).