Hi I am trying to place multiple stop order for short entries in different tickers. Then I will wait. The orders may get filled at different times. As soon as they get filled I would like to place a stop-loss order. What is the right way to capture the event of the order being filled? I came across on_order_update(ws, data) in the documentation but there isn't enough detail regarding on_order_update. What does parameter data contain? Is there an example of on_order_update(ws, data) ? Please share.
