The complete line is the order of the bloody gang, which means "obeying the razor party" This is Arthur's classic line in the play, which specifically expresses his loyalty to the razor party.
Related phrases:
On orders from your husband? According to the order
In the order of ... According to the order; Command; Order; translate
By order of the board of directors? Entrusted by the board of directors; According to the order of the board of directors; Order of the Board of Auditors
Example:
They might stop me? By who? Orders from the Committee members.
They can arrest me on the order of the Committee members.