Add OrderStatus to GetOrdersRequest

[Brett55]

Is there an existing issue for this?

• I have searched the existing issues

Is your feature request related to a problem? Please describe.

I can't search on OrderStatus so I end up hitting the limit of 500 results. Either lift the limit of 500 for GetOrdersRequest or add OrderStatus as a new filter.

Describe the solution you'd like.

Either lift the limit of 500 for GetOrdersRequest or add OrderStatus as a new filter.

Describe an alternate solution.

No response

Anything else? (Additional Context)

No response

[hiohiohio]

@Brett55 How about using after/until to get all orders? Default sorting direction is desc. Therefore, you can get the submitted_at of the last record of the response, and use the time as until parameter to fetch orders more than 500.

[Brett55]

@hiohiohio Yea that is what I'm doing as a hack, but I think being able to filter on OrderStatus seems logical. Also using after/until is fine but I have to be careful not to include duplicate records in my results. For instance, this is how I get my until argument, but there is a chance I end miss records.

oldest_order_date = orders[-1].created_at - timedelta(microseconds=1)

[hiohiohio]

@Brett55 Oh, please try to use submitted_at instead of created_at. Also, until is exclusive and considering samesubmitted_at orders, add 1 microseconds would be safer I think. But you might get duplicated orders in response. Therefore, de-duplication based on order_id is required in addition.

oldest_order_date = orders[-1].submitted_at + timedelta(microseconds=1)

for the order status filtering, open/closed filter is not working for you? Even though filtering by status, if placed orders are more than 500, we should implement those handling. Feels it should be handled in alpaca-py layer though...

[Brett55]

Yea I think this endpoint really needs pagination setup to make it easier. Don't think SDK users should need to do de-duping on their end and this offset time thing.