I've asked a similar question before, and we ended up deleting orders when they were being abandoned, however, this method doesn't catch all cases, so we've been asked to come up with an end-of-day process to remove remaining open orders. The basic process should be:
1) Search for Open Orders and save these order_ids
2) Use SDK or API to delete these.
I can use the API to return open orders, however I would prefer to use the SDK if possible, although I can't understand how to do the equivalent of a search (similar to "&filter=state=open"). Any ideas?
The API call seems to take a single OrderID for deleting orders, as does orderConnector.deleteorder() ...Is there a way to deal with multiple orders, or will I have to loop? ...And if so, do you have any suggestions to avoid pressuring the API too much?
Thanks!