Order Slicing

yoursvsr

Just noticed there's an autoslice feature in kite connect. Also, went through this.

So kite mutates the tag space: it adds its own autoslice and autoslice:parent_order_id tags to each slice.

Is my understanding correct? This is important because our entire reconciliation model rests on our tag being the deterministic key.

Regards

FinanceBroski

Yes — your reading is correct. Each slice is placed as a separate order with its own order_id, and Kite stamps the autoslice tag plus an autoslice: tag on the slices (staff have confirmed this in the earlier autoslice threads). So your own tag can't be the per-order deterministic key across slices — even if it rides along on each child, it's identical on all of them, so it won't uniquely identify a slice.
The key that is stable is the parent order_id returned in the place_autoslice_order response (alongside the children list). Reconcile against that:

At placement, store your business correlation in a side map keyed by the parent order_id.
Group child fills back to the parent via their autoslice: tag.
Treat your own tag as metadata attached to the parent, not as the join key.

So: parent order_id = correlation ID, your tag = metadata. Keeps reconciliation deterministic without depending on a tag field Kite co-owns. (If you'd rather size slices yourself, note there's no public endpoint for per-instrument freeze quantities — you'd maintain those from the exchange files.)
Reference build with that parent→children reconciliation pass: github.com/Finance-broski/kite-execution-pipeline — happy to answer setup questions.