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Spread condition on pending order
 Post subject: Spread condition on pending order Post rating: 0   New post Posted: Wed 09 Aug, 2017, 10:15 
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Joined: Tue 11 Jul, 2017, 09:30
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Location: HungaryHungary
Hello,

In IOrder.submitorder I can give a slippage condition to the conditional order. But sometimes spread can be very large, and problem alone.

Can I somehow disable order fill on tick, if tick.getAsk()-tick.getBid exceeds a limit?

I think if the pending order is reached I can't calculate the actual tickspread before the order is filled?

Any way to solve this, or my only option is to use the t-1 tick spread value for such a condition?

Thanks


 
 Post subject: Re: Spread condition on pending order Post rating: 0   New post Posted: Thu 10 Aug, 2017, 08:14 
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This is a custom condition that cannot be added to the pending order itself.
Therefore, the only option to implement this is to manually check the spread in onTick method.


 
 Post subject: Re: Spread condition on pending order Post rating: 0   New post Posted: Thu 10 Aug, 2017, 10:58 
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Joined: Tue 11 Jul, 2017, 09:30
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Thanks, I assumed this, but I am beginner, so I didn't want to miss some option.


 

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