Currently there is submit_order() API that takes one order. I’m wondering if it is possible to support a new API like submit_orders().
In the current behavior if the client side wants to submit X orders at the same time, it needs to call the REST API X times. Even with async in Python it’s still not fully parallel, which means there are some latency between order submission. If we can submit X orders with one request then it’ll solve the problem. Brokers like IB do support this kind of functionality.
IMHO I guess on the Alpaca backend, the implementation shouldn’t be too complicated as well.