If a canceled order has a filled_qty present, what would be the average price at which that order got executed. Right now your documentation says. https://kite.trade/docs/connect/v3/orders/#response-attributes_1 average_price is only for completed orders?!?
The average price is updated every time there is a trade for the order. So ideally, you should be able to see the average price for a partially filled canceled order.
"average_price: Average price at which the order was executed (only for COMPLETE orders)"
Should I assume its wrong?
(only for COMPLETE and PARTIALLY FILLED orders)
and Partially Filled orders may have status "CANCELLED" or "REJECTED"
You are right, we will update the documentation.