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This example shows how to generate and submit a buy order for a Mexican market instrument using gbm.orders.generateOrderObject() and gbm.orders.submitOrder(). The two-step approach — first building an order object, then submitting it — gives you the chance to inspect the order payload before it hits the exchange, which is useful for logging and validation.
This example places real orders with real money against your live GBM+ account. Verify every parameter carefully before running in production. Always test with the smallest valid quantity first.

​
Prerequisites

Before running this example, make sure you have:
  • An authenticated GBM+ session (valid email, password, and client_id)
  • The exact name of the investment strategy you want to trade under (e.g. 'Swensen')
  • The issuer ticker of the instrument you want to buy (e.g. 'FUNO 11')
  • Your strategy’s legacy_contract_id — available in the account object returned by getAccount()

​
Full example

import gbmplus
from datetime import datetime

# Submit a buy market order 

def main():        
    # Instantiate trader object
    gbm = gbmplus.GBMPlusAPI(output_log=False)
    
    # Get Strategy account
    swensen_strategy = gbm.accounts.getAccount("Swensen") # Replace with your strategy name
    
    # Get Legacy contract id from your strategy
    legacy_contract_id = swensen_strategy.get('legacy_contract_id')    


    # Generate an order object. (dict)
    order_object = gbm.orders.generateOrderObject(
        legacy_contract_id = legacy_contract_id,
        issuer = 'FUNO 11', # Replace Ticker here
        quantity = 1, # Replace Quantity here
        order_type = gbmplus.OrderTypes.Buy,
        trading_type = gbmplus.TradingTypes.Market,
        instrument_type = gbmplus.InstrumentTypes.SIC         
    )

    print("Order object to submit:", order_object)
    print("Submitting order...")
    
    #Submit order, specify duration (in days)
    order = gbm.orders.submitOrder(legacy_contract_id, duration=1, order=order_object)
    print(order)

        
if __name__ == '__main__':
    start_time = datetime.now()
    main()
    end_time = datetime.now()
    print(f'\nScript complete, total runtime {end_time - start_time}')

​
Step-by-step walkthrough

1

Instantiate the client

Create a GBMPlusAPI instance. The SDK authenticates your session immediately on construction using credentials from environment variables or constructor arguments.
gbm = gbmplus.GBMPlusAPI(output_log=False)
2

Retrieve the strategy account by name

Use gbm.accounts.getAccount() to fetch your strategy account object in a single call. Replace "Swensen" with the exact name of the strategy you want to trade under.
swensen_strategy = gbm.accounts.getAccount("Swensen")
This is a convenience wrapper around getAccounts() that returns the first matching account object or None if the name isn’t found.
3

Extract the legacy_contract_id

Orders on the Mexican market require the legacy_contract_id — an older contract identifier used by the GBM homebroker API. It lives inside the account object.
legacy_contract_id = swensen_strategy.get('legacy_contract_id')
4

Generate the order object

generateOrderObject() builds and returns a Python dict describing the order. No order has been submitted yet — you can print and validate it before proceeding.
order_object = gbm.orders.generateOrderObject(
    legacy_contract_id=legacy_contract_id,
    issuer='FUNO 11',       # Ticker / issuer string
    quantity=1,             # Number of shares or units
    order_type=gbmplus.OrderTypes.Buy,
    trading_type=gbmplus.TradingTypes.Market,
    instrument_type=gbmplus.InstrumentTypes.SIC
)
print("Order object to submit:", order_object)
See Order parameters explained below for details on each argument.
5

Submit the order

Pass the legacy_contract_id, a duration in days, and the order object to submitOrder(). The response is the API confirmation payload.
order = gbm.orders.submitOrder(legacy_contract_id, duration=1, order=order_object)
print(order)
duration=1 means the order is valid for one trading day (day order). If it is not filled by market close, it expires automatically.

​
Order parameters explained

​
issuer
string
required
The ticker or issuer string for the instrument you want to trade. For Mexican market instruments this typically includes the series suffix — e.g. 'FUNO 11', 'AMXL', 'FEMSAUBD'.
​
quantity
int
required
The number of shares or units to buy or sell. Must be a positive integer.
​
order_type
enum
required
Direction of the order. Use the gbmplus.OrderTypes enum:
ValueMeaning
gbmplus.OrderTypes.BuyPurchase the instrument
gbmplus.OrderTypes.SellSell the instrument
​
trading_type
enum
required
Execution style of the order. Use the gbmplus.TradingTypes enum:
ValueMeaning
gbmplus.TradingTypes.MarketFill at the current market price
gbmplus.TradingTypes.LimitedFill only at price or better
​
instrument_type
enum
required
The market segment the instrument trades on. Use the gbmplus.InstrumentTypes enum:
ValueMeaning
gbmplus.InstrumentTypes.IPCBMV IPC (Mexican blue-chips)
gbmplus.InstrumentTypes.SICSIC (foreign-listed securities traded on BMV)
​
price
float
Limit price per unit. Required when trading_type is TradingTypes.Limited; omit for market orders. Passing a price with a market order is also accepted and will be included in the order object.

​
Limited price order

To place a limit order instead of a market order, set trading_type to gbmplus.TradingTypes.Limited and supply the price argument. The order will only execute if the market reaches your specified price. 
order_object = gbm.orders.generateOrderObject(
    legacy_contract_id=legacy_contract_id,
    issuer='FUNO 11',
    quantity=1,
    order_type=gbmplus.OrderTypes.Buy,
    trading_type=gbmplus.TradingTypes.Limited,
    instrument_type=gbmplus.InstrumentTypes.IPC,
    price=25.50
)
Omitting price when using TradingTypes.Limited will raise an OrderFormatError — the SDK validates this before constructing the payload.

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