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Spread condition on pending order |
sinusgamma
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Post subject: Spread condition on pending order |
Post rating: 0
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Posted: Wed 09 Aug, 2017, 10:15
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User rating: 2
Joined: Tue 11 Jul, 2017, 09:30 Posts: 24 Location: HungaryHungary
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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
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API Support
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Post subject: Re: Spread condition on pending order |
Post rating: 0
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Posted: Thu 10 Aug, 2017, 08:14
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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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.
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sinusgamma
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Post subject: Re: Spread condition on pending order |
Post rating: 0
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Posted: Thu 10 Aug, 2017, 10:58
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User rating: 2
Joined: Tue 11 Jul, 2017, 09:30 Posts: 24 Location: HungaryHungary
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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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