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Open at Market的问题
 Post subject: Open at Market的问题 Post rating: 0   New post Posted: Wed 31 Aug, 2016, 08:51 
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Open at Market有5个输出,分别是ONE Flow,SUBMIT OK,ORDER REJECTION,FILL OK,FILL REJECTION。请问这5个输出分别是什么意思,能不能具体举一些例子?


 
 Post subject: Re: Open at Market的问题 Post rating: 0   New post Posted: Fri 06 Jan, 2017, 05:34 
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我也想知道这是干什么用的,请高手解答。


 
 Post subject: Re: Open at Market的问题 Post rating: 0   New post Posted: Thu 02 Feb, 2017, 09:36 
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ONE FlOW - 无需基于订单状态的简单输出口
SUBMIT OK - 订单递交已确认 (订单已建立: 市价单的一个快速的状态,因为其将被立即发送到市场上)
ORDER REJECTION - 订单递交被拒绝
FILL OK - 订单被执行
FILL REJECTION - 订单执行已取消 (非常少见的情况下执行会被取消)

不同的输出口可以让用户选择性的去控制订单的各个具体阶段状态。通常情况下,如果无需控制订单状态,则可以选择“ONE FlOW”输出口。
比如,您想建立一个策略来保证每个交易产品只开一个仓位,如果选择ONE FLOW,那么无论订单是被拒绝还是成功开仓,都只会做一次开仓操作。反正,如果选择FILL OK,那么只有在订单成功开仓一次之后,才会执行相关的逻辑判断。(在此例子中为:停止继续开仓)


 

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