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OpenPrice for order which have partial fill
 Post subject: OpenPrice for order which have partial fill Post rating: 0   New post Posted: Fri 15 Aug, 2008, 21:04 

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Joined: Thu 27 Mar, 2008, 13:06
Posts: 18
Hello,

I want ask you, what price will be returned by Order.getOpenPrice() if order was executed on 3 different prices.
For example I wanted open 300 00 USDCHF Long and order was executed by this way
120 000 USD/CHF 1.087800
60 000 USD/CHF 1.088800
120 000 USD/CHF 1.089200

Thanks DarkMan


 
 Post subject: Re: OpenPrice for order which have partial fill Post rating: 0   New post Posted: Mon 18 Aug, 2008, 09:24 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Resulting price should be 1.08856 = (120000 * 1.0878 + 60000 * 1.0888 + 120000 * 1.0892) / 300000


 

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