How to Fix Order Execution Issues

Problem

Your algorithm is generating signals but orders are not being executed, failing, or being rejected by the broker.

Troubleshooting Checklist

1. Check Broker Connection

Verify: Is your broker account connected and authenticated?

// Check broker connection status
GET /api/brokers/connections

// Response
{
  "connections": [
    {
      "broker": "angelone",
      "status": "connected",
      "lastSync": "2024-01-15T10:30:00Z",
      "apiKeyValid": true
    }
  ]
}

Connection Status:

• "connected": Active and working
• "disconnected": Not connected
• "error": Connection failed
• "expired": Authentication expired

Fix Disconnected:

// Reconnect broker
POST /api/brokers/connect
{
  "broker": "angelone",
  "apiKey": "YOUR_API_KEY",
  "apiSecret": "YOUR_API_SECRET",
  "clientId": "YOUR_CLIENT_ID"
}

Common Connection Issues:

• API credentials expired → Regenerate from broker portal
• Session timeout → Reconnect
• IP whitelist → Add your server IP to broker whitelist
• 2FA required → Complete 2FA authentication

2. Verify Broker Rate Limits

Check: Are you hitting broker API rate limits?

Rate Limits by Broker:

Broker	Order Placement	Market Data	Session
AngelOne	1 req/sec	1 req/sec	10 req/min
Zerodha	10 req/sec	3 req/sec	No limit
Upstox	10 req/sec	25 req/sec	No limit
Dhan	10 req/sec	10 req/sec	No limit

Symptoms of Rate Limiting:

• Orders fail with "Too Many Requests" error
• Intermittent order failures
• Delays in order execution

Fix:

// Check rate limit status
GET /api/brokers/rate-limits

// Response
{
  "broker": "angelone",
  "orderPlacement": {
    "limit": 1,
    "remaining": 0,
    "resetAt": "2024-01-15T10:30:01Z"
  }
}

Solutions:

• Reduce trading frequency
• Increase timeframe (5m → 15m)
• Limit number of symbols
• Use batch order placement (if supported)

3. Check Daily Loss Limit

Verify: Have you reached your daily loss limit?

// Check daily P&L
GET /api/trading/algorithms/:id/daily-pnl

// Response
{
  "dailyPnL": -4800,
  "maxDailyLoss": -5000,
  "remaining": -200,
  "circuitBreakerActive": false
}

Issue: If daily loss approaches or exceeds limit, new orders are blocked.

Fix:

// Option 1: Increase daily loss limit (if appropriate)
PATCH /api/trading/algorithms/:id
{
  "riskParameters": {
    "maxDailyLoss": 10000
  }
}

// Option 2: Reset for new trading day
// (Automatically resets at market open)

// Option 3: Stop trading for the day
POST /api/trading/algorithms/:id/stop

Warning: Only increase limits if you understand the risk!

4. Verify Risk Parameters

Check: Do risk parameters allow the order?

{
  "riskParameters": {
    "maxPositionSize": 5.0,      // % of capital
    "stopLoss": 2.0,             // Required stop loss %
    "maxOpenPositions": 3,
    "riskRewardRatio": 2.0
  }
}

Common Violations:

Position Size Too Large:

// Account balance: ₹100,000
// Max position size: 5%
// Maximum allowed: ₹5,000

// Order: ₹8,000 → REJECTED
// Fix: Reduce quantity or increase maxPositionSize

Stop Loss Missing:

// Risk parameters require 2% stop loss
// Order without stop loss → REJECTED

// Fix: Ensure exit conditions include stop loss
{
  "exitConditions": {
    "stopLoss": {
      "enabled": true,
      "type": "percentage",
      "percentage": 2.0
    }
  }
}

Too Many Open Positions:

// Max open positions: 3
// Current open: 3
// New order → REJECTED

// Fix: Close a position or increase limit
{
  "riskParameters": {
    "maxOpenPositions": 5
  }
}

5. Check Broker-Specific Requirements

AngelOne

Common Issues:

• Product type mismatch
• Insufficient margin
• Symbol format incorrect
• Auto square-off time

Fix:

{
  "executionSettings": {
    "broker": "angelone",
    "productType": "INTRADAY",  // or "DELIVERY"
    "orderType": "MARKET",
    "exchange": "NSE"
  },
  "indianMarketSettings": {
    "enabled": true,
    "autoSquareOff": {
      "enabled": true,
      "minutesBeforeClose": 15  // Square off at 15:15
    }
  }
}

Zerodha

Common Issues:

• Order margin shortfall
• Freeze quantity exceeded
• Invalid order type for instrument

Fix:

{
  "executionSettings": {
    "broker": "zerodha",
    "productType": "MIS",  // Intraday
    "orderType": "LIMIT",  // Use LIMIT for better fills
    "exchange": "NSE"
  }
}

Upstox

Common Issues:

• API version mismatch
• Invalid instrument token
• Order placement outside market hours

Fix:

{
  "executionSettings": {
    "broker": "upstox",
    "productType": "I",  // Intraday
    "orderType": "MARKET",
    "exchange": "NSE"
  }
}

Dhan

Common Issues:

• Segment not activated
• Insufficient funds
• Invalid security ID

Fix:

{
  "executionSettings": {
    "broker": "dhan",
    "productType": "INTRADAY",
    "orderType": "MARKET",
    "exchange": "NSE"
  }
}

6. Verify Symbol Format

Check: Is the symbol format correct for your broker?

// Correct formats by exchange
const symbolFormats = {
  NSE: 'NSE:RELIANCE',
  BSE: 'BSE:SENSEX',
  MCX: 'MCX:CRUDEOIL25JANFUT',
  NCDEX: 'NCDEX:SOYBEAN25JANFUT'
}

// Common mistakes
const wrongFormats = [
  'RELIANCE',           // Missing exchange
  'NSE-RELIANCE',       // Wrong separator
  'nse:reliance',       // Wrong case
  'NSE:RELIANCE.EQ'     // Extra suffix
]

Fix:

// Validate symbol format
function validateSymbol(symbol) {
  const pattern = /^(NSE|BSE|MCX|NCDEX):[A-Z0-9]+$/
  return pattern.test(symbol)
}

// Example
validateSymbol('NSE:RELIANCE')  // ✓ true
validateSymbol('RELIANCE')      // ✗ false

7. Check Market Hours

Verify: Are you trading during market hours?

Indian Market Hours:

Exchange	Regular Session	Pre-Open	Post-Close
NSE/BSE	09:15 - 15:30	09:00 - 09:15	15:40 - 16:00
MCX	09:00 - 23:30	-	-
NCDEX	10:00 - 17:00	-	-

Fix:

{
  "executionSettings": {
    "timeFilters": {
      "enabled": true,
      "tradingHours": {
        "start": "09:15",
        "end": "15:30"
      },
      "tradingDays": ["monday", "tuesday", "wednesday", "thursday", "friday"]
    }
  }
}

8. Review Order Type Settings

Check: Is the order type appropriate?

{
  "executionSettings": {
    "orderType": "MARKET"  // or "LIMIT", "STOP", "STOP_LIMIT"
  }
}

Order Type Issues:

MARKET Orders:

• ✓ Fast execution
• ✗ Slippage risk
• ✗ May not work for illiquid stocks

LIMIT Orders:

• ✓ Price control
• ✗ May not fill
• ✗ Requires price specification

Fix:

// For liquid stocks - use MARKET
{
  "executionSettings": {
    "orderType": "MARKET"
  }
}

// For illiquid stocks - use LIMIT
{
  "executionSettings": {
    "orderType": "LIMIT",
    "limitPriceOffset": 0.1  // 0.1% from current price
  }
}

9. Check Insufficient Funds

Verify: Do you have sufficient balance?

// Check account balance
GET /api/brokers/balance

// Response
{
  "availableBalance": 45000,
  "usedMargin": 55000,
  "totalBalance": 100000
}

Calculate Required Margin:

function calculateRequiredMargin(order, productType) {
  const { symbol, quantity, price } = order

  // Intraday: ~20% margin
  // Delivery: 100% margin
  const marginMultiplier = productType === 'INTRADAY' ? 0.2 : 1.0

  const orderValue = quantity * price
  const requiredMargin = orderValue * marginMultiplier

  return requiredMargin
}

// Example
const order = { symbol: 'NSE:RELIANCE', quantity: 100, price: 2500 }
const margin = calculateRequiredMargin(order, 'INTRADAY')
// Required: ₹50,000 (₹2,50,000 × 20%)

Fix:

• Reduce position size
• Close existing positions
• Add funds to account
• Use intraday product type (lower margin)

10. Review Order Logs

Check: What do the order logs say?

// Get order history
GET /api/trading/orders?algorithmId=algo_123&status=rejected

// Response
{
  "orders": [
    {
      "id": "order_123",
      "symbol": "NSE:RELIANCE",
      "status": "rejected",
      "rejectionReason": "RMS: Margin Exceeds, Required: 50000, Available: 45000",
      "timestamp": "2024-01-15T10:30:00Z"
    }
  ]
}

Common Rejection Reasons:

Reason	Cause	Fix
Margin Exceeds	Insufficient funds	Add funds or reduce size
Invalid Symbol	Symbol not found	Check symbol format
Market Closed	Outside trading hours	Wait for market open
Rate Limit	Too many requests	Slow down requests
Freeze Quantity	Quantity too large	Reduce quantity
Invalid Product	Wrong product type	Check product type

Diagnostic Script

async function diagnoseOrderIssues(algorithmId) {
  const issues = []

  // 1. Check broker connection
  const connections = await fetch('/api/brokers/connections')
    .then(r => r.json())

  const connection = connections.connections[0]
  if (connection.status !== 'connected') {
    issues.push({
      issue: 'Broker not connected',
      status: connection.status,
      fix: 'Reconnect broker account'
    })
  }

  // 2. Check rate limits
  const rateLimits = await fetch('/api/brokers/rate-limits')
    .then(r => r.json())

  if (rateLimits.orderPlacement.remaining === 0) {
    issues.push({
      issue: 'Rate limit reached',
      resetAt: rateLimits.orderPlacement.resetAt,
      fix: 'Wait for rate limit reset or reduce trading frequency'
    })
  }

  // 3. Check daily loss
  const dailyPnL = await fetch(`/api/trading/algorithms/${algorithmId}/daily-pnl`)
    .then(r => r.json())

  if (dailyPnL.circuitBreakerActive) {
    issues.push({
      issue: 'Daily loss limit reached',
      dailyPnL: dailyPnL.dailyPnL,
      maxDailyLoss: dailyPnL.maxDailyLoss,
      fix: 'Stop trading for today or increase limit'
    })
  }

  // 4. Check balance
  const balance = await fetch('/api/brokers/balance')
    .then(r => r.json())

  if (balance.availableBalance < 10000) {
    issues.push({
      issue: 'Low account balance',
      available: balance.availableBalance,
      fix: 'Add funds to account'
    })
  }

  // 5. Check recent rejections
  const orders = await fetch(
    `/api/trading/orders?algorithmId=${algorithmId}&status=rejected&limit=10`
  ).then(r => r.json())

  if (orders.orders.length > 0) {
    const rejectionReasons = orders.orders.map(o => o.rejectionReason)
    issues.push({
      issue: 'Recent order rejections',
      count: orders.orders.length,
      reasons: [...new Set(rejectionReasons)],
      fix: 'Review rejection reasons and fix underlying issues'
    })
  }

  // Report
  if (issues.length === 0) {
    logger.info('✓ No obvious issues found')
    logger.info('Check broker portal for additional details')
  } else {
    logger.info(`Found ${issues.length} potential issues:`)
    issues.forEach((issue, i) => {
      logger.info(`\n${i + 1}. ${issue.issue}`)
      logger.info('   Fix:', issue.fix)
    })
  }

  return issues
}

// Run diagnostic
diagnoseOrderIssues('algo_123')

Testing Order Execution

Test with Paper Trading

{
  "executionSettings": {
    "mode": "paper"  // Test without real money
  }
}

Benefits:

• No real money risk
• Same order flow as live
• Identifies configuration issues
• Tests broker integration

Test with Small Quantities

{
  "positionSizing": {
    "method": "fixed_quantity",
    "quantity": 1  // Minimum quantity
  }
}

Benefits:

• Minimal risk
• Validates order flow
• Tests broker connection
• Confirms symbol format

Prevention Checklist

Before going live:

• Broker connection tested and working
• Rate limits understood and configured
• Risk parameters set appropriately
• Daily loss limit configured
• Sufficient account balance
• Symbol formats validated
• Order types tested
• Market hours configured
• Paper trading successful
• Small quantity test passed

Related

• How to Fix No Signals
• How to Debug Broker Connection
• Broker Integration Guide
• Risk Parameters Configuration