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
