Strategy Status
Read one owned Strategy RMS configuration, its legs, and its current run when one exists.
Endpoint URL
Local Host : POST http://127.0.0.1:5000/api/v1/strategy/status
Ngrok Domain : POST https://<your-ngrok-domain>.ngrok-free.app/api/v1/strategy/status
Custom Domain: POST https://<your-custom-domain>/api/v1/strategy/statusSample API Request
{
"apikey": "<your_app_apikey>",
"strategy_id": 7
}Sample cURL Request
curl -X POST http://127.0.0.1:5000/api/v1/strategy/status \
-H 'Content-Type: application/json' \
-d '{
"apikey": "<your_app_apikey>",
"strategy_id": 7
}'Sample API Response
Request Body
apikey
Your OpenAlgo API key
Mandatory
-
strategy_id
Positive Strategy RMS id
Mandatory
-
Response Fields
status
string
success or error
data
object
Strategy configuration, including its saved leg definitions
run
object or null
Current run, or null when no run is current
Leg Fields
data.legs is the saved configuration, and the two kinds do not share a shape. A batch leg is resolved against the strategy's underlying; a signal leg names its own instrument.
id
both
Leg id, unique within the strategy
segment
both
options, futures, or cash. A batch leg's segment must be one its universe_tab offers, and cash is offered on stocks_fno only: an index has no cash instrument and an MCX commodity has no spot. A signal leg takes cash or futures only
position
batch
B or S. A short cash leg is refused unless the product is MIS, because cash cannot be carried short
lots
batch
The configured count, multiplied by the contract's lot size on every segment. A cash row's lot size is 1, so the count reads as a share count
expiry
batch
Expiry rank; refused outright on a cash leg
option_type, strike_mode, atm_offset, strike
batch
Options legs only
symbol, exchange
signal
The exact instrument, checked against the master contract on every venue. The segment and the exchange must agree: cash cannot sit on a derivative venue
side
signal
long, short, or both. Which signals the leg accepts, not the side it is held
qty, qty_mode
signal
lots multiplies by the contract's lot size; units is the number outright. A derivative venue defaults to lots and a cash venue to units, and lots is refused on cash because there is no lot size to multiply by
sl_pts, target_pts, trail
both
Per-leg risk
risk_unit
both
points (the default) or percent, governing sl_pts, target_pts and trail together. A percentage is measured against the leg's own entry price, so 2 on a short filled at 2500 is a stop at 2550
Run Object Fields
id
integer
Run id
mode
string
live or sandbox, fixed for the run
broker
string
Broker captured at start; sandbox for a sandbox run
started_at, stopped_at
string or null
ISO 8601 UTC timestamps
stop_reason
string or null
Terminal reason once finalised
stop_requested_at, stop_requested_reason
string or null
Durable pending-stop state
pnl_realized
number
Realised P&L after confirmed-flat finalisation
pnl_peak, pnl_trough
number
Highest and lowest run P&L
trigger_source
string
manual, webhook, or scheduler
resolved_expiries
object or null
Resolved expiry by string leg id
Notes
A non-null
stop_requested_atorstop_requested_reasonmeans the run remains open and managed. Do not treat a stop request as proof of flatness.On an open run, P&L fields are persisted values rather than a current market mark. Use a finalised Run History record for realised P&L.
resolved_expiriespreserves the contract identity that was chosen at run start.A missing strategy and a strategy owned by another user both return HTTP 404 with
Strategy not found.
Back to: Strategy RMS API
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