I’d like to request API support for advanced order execution constraints, specifically:
All-or-None (AON)
Fill-or-Kill (FOK)
These order types are already supported at the exchange level and are available in many institutional trading setups, but are currently not accessible via the Kite API. For systematic and algorithmic traders, execution quality is as important as signal quality. Without AON/FOK:
Partial fills introduce slippage, execution risk, and position imbalance
Strategies that depend on exact sizing (options spreads, hedged positions, intraday scalping, arbitrage) become unreliable
Extra logic is required to manually cancel/reconcile partial fills, increasing latency and failure points
Zerodha has one of the largest and most active API user bases in India. Adding AON/FOK would:
Significantly improve execution control
Reduce support issues related to partial fills
Make Kite API more competitive for serious quant and systematic traders
Align retail API capabilities closer to professional trading requirements
This feature is much needed and would be deeply appreciated by the developer and algo-trading community.
Thanks for considering this — happy to provide further inputs or test if required.
