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OpenPrice for order which have partial fill |
[DarkMan]
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Post subject: OpenPrice for order which have partial fill |
Post rating: 0
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Posted: Fri 15 Aug, 2008, 21:04
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User rating: 0
Joined: Thu 27 Mar, 2008, 13:06 Posts: 18
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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
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API Support
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Post subject: Re: OpenPrice for order which have partial fill |
Post rating: 0
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Posted: Mon 18 Aug, 2008, 09:24
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Resulting price should be 1.08856 = (120000 * 1.0878 + 60000 * 1.0888 + 120000 * 1.0892) / 300000
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