Opening With a Conditional Order: Triggered Is Not Filled

You think you're in. The order is still waiting

Gate's English help center sums the order type up in one line: "Conditional orders become active only when specified conditions are met." Take "become active" literally. When price touches your trigger, what becomes active is an order, not a trade. In the API documentation the order created by the trigger carries its own price field; set it to 0 and it goes in at market, otherwise it rests as a limit at that price.

A limit created this way should fill much like one you placed by hand. The help center's definition: "A limit order is an order to trade at a preset price and amount." If the market runs past your price and never comes back, nothing fills. The Chinese-language take-profit/stop-loss FAQ says as much for triggered orders; in our paraphrase, a buy whose post-trigger limit sits below the market will not fill while price keeps rising and never pulls back to it. That page is about TP/SL; it is safer to read the limit an entry trigger creates the same way, since the help center does not cover entry orders separately.

A hypothetical: trigger at 100, then buy with a limit at 99.8. Price jumps to 103 and keeps going. The trigger fired. The limit sits at 99.8, unfilled.

Missing the move is the cheap part. The expensive part is believing you are in, and no longer looking.

Then there is the tail. In the API docs, the created order's time in force defaults to gtc, good till cancelled; whether the app's order form uses the same default is not stated on the help pages. If price drifts back to 99.8 days later, the order can still fill, opening a position you stopped wanting long ago, quite possibly while you are asleep.

A market trigger can stop short

Making the created order a market order feels safer, and in one respect it is: "Market orders execute immediately at the best available counterparty price." But the same page goes on: "If order book depth is insufficient, triggered market orders may be canceled early due to slippage exceeding 5% or excessive consumption of order book depth."

That 5% is the figure written on the help page, which was last updated in 2021. We checked it in September 2026; the page as it stands when you trade is what counts.

The API docs show why a fill can come up short: market orders created this way currently support only the ioc time in force. Whatever can fill right away fills, and the rest is cancelled instead of being left on the book.

So in a thin book, a conditional order meant to open 10 contracts (a made-up number) may open only a few. Honestly, I don't mind the early cancel itself. Stopping once slippage passes a threshold beats eating all the way down the book. What follows is yours to handle: your stop was sized for ten. Or you notice the shortfall and top up with another market order, straight into the book that was just thinned out.

One wick is enough

The trigger can watch one of three prices: "Trigger conditions can be based on mark price, last price, or index price."

Only the last price is printed trade by trade. One large order sweeping several levels can shove it somewhere the market barely visits, and back again, in a very short time. That is the wick you see on the chart afterwards. If your trigger watches the last price, the tip of the wick counts.

An entry set off by a wick is quieter than a stop swept by one. A swept stop at least leaves you flat, and you can see that you are flat. An entry set off by a wick hands you a position you did not plan, with an entry price near the tip of a move that tends to snap back. If the created order is a market order, the thin-book problem from the previous section can land at the same moment.

Mark price and index price are not set by any single trade, so one print has a relatively harder time reaching them. "Relatively" is as far as that goes. Nothing on the help page promises that a mark-price trigger cannot be set off by a wick, and we are not promising it either. How those prices are built, and why they drift away from the last price, is covered in mark price vs last price.

Sometimes it never becomes an order

Everything above assumed the trigger fired. It may not.

The API documentation lists four finish states for a conditional order: succeeded, failed, expired and cancelled. A separate expiration field sets the "maximum wait time for trigger condition (in seconds)"; when it runs out, the order is cancelled.

Failed, expired and cancelled are ordinary endings, not glitches. For entry orders in particular, the help center does not publish a list of reasons a conditional order fails, and we won't make one up.

Another field, trade_id, is described as the "ID of the order created after trigger". Going by how the fields are laid out, the conditional order and the order it creates are two separate records. "Succeeded" on the first tells you the second was created. How much of the second actually filled, you read on the second.

All of this comes from the API field docs; what the app calls each state, your order history will show.

Two prices inside one order

Behind all four outcomes, a conditional order has two layers. The trigger price decides when an order gets placed. The created order's own price decides what it can fill at. The API keeps them apart: price_type picks the reference, 0 for the last trade price, 1 for mark price, 2 for index price, and a created-order price of 0 means market.

Three decisions before you place it

Which price watches the trigger. If the point of the order is to enter only on a real breakout, ask whether a wick counts as one. If it doesn't, the last price is the wrong reference.

Limit or market after the trigger. A limit buys you a price ceiling and risks no fill at all. A market order buys better odds of a position and gives up certainty on price and size. On the entry side I would rather miss than get filled at the tip of a wick, so I lean toward the limit and accept that it may open nothing. That is just my trade-off; someone else could reasonably pick the other one.

Who places the stop once it fills. A conditional order handles the entry and nothing after it. The Chinese TP/SL FAQ notes that in hedge mode only opening orders can carry a take-profit or stop-loss. Whether a conditional entry lets you attach one at the time you place it is not covered there; look for the option on the order form. If it isn't there, placing the stop is the first job after the fill. See setting stop-loss and take-profit.

One small habit on top: after a trigger, check the position and the order that was created, not just the conditional order's row. The first tells you how much you actually hold; the second tells you whether the unfilled remainder is still resting.

What the help pages leave out

They get a section of their own because each one changes what happens after the trigger, and all three play out while you are not watching.

Reading one more line on the order form before you submit is far cheaper than reading your order history afterwards.

Questions

This page draws on Gate's English help center page on order types, its Chinese-language TP/SL FAQ (paraphrased here, not quoted), and the API v4 field descriptions in Gate's official Python SDK repository, all checked on 2026-09-25. We did not log in, place orders or capture any account screens while writing it. Field names, option labels and thresholds change between versions, and what you see when you place the order is what applies. For the exit side of the same problem, see stop didn't trigger, or filled far off.