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@JaggerH JaggerH commented Jan 29, 2026

Description

Add ExecutionId property to OrderEvent and SerializedOrderEvent classes to store the unique execution identifier provided by brokerages.

Changes:

  • Add ExecutionId property to OrderEvent (ProtoMember 20, JsonProperty with DefaultValueHandling.Ignore)
  • Add ExecutionId property to SerializedOrderEvent with backward compatibility setter for execution-id
  • Update FromSerialized method to map ExecutionId
  • Update SerializedOrderEvent constructor to copy ExecutionId from OrderEvent

Related Issue

Closes #9133

Motivation and Context

Algorithms that maintain virtual position trackers (e.g., for pairs trading, multi-leg strategies) need unique execution identifiers to keep positions in sync with the brokerage. This enables deduplication and reconciliation logic in user algorithms.

Requires Documentation Change

No documentation changes required. This is an optional field that brokerages can populate.

How Has This Been Tested?

  • Build passes with no errors
  • Property follows existing patterns in OrderEvent/SerializedOrderEvent

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

…9133)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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JaggerH commented Jan 31, 2026

@Martin-Molinero could you please review this PR? thanks~

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Feature Request: Add ExecutionId to OrderEvent and SerializedOrderEvent

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