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Date/Time: Fri, 29 Nov 2024 17:40:22 +0000
Post From: OCO when each leg is a bracket order
| [2016-07-17 14:20:23] |
| vbmithr - Posts: 204 |
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I'd like to be able to have an OCO buy stop sell stop, and each of the legs of the OCO would have attached targte/stop orders. So it's like an OCO of 2 bracket orders. This should be possible, but under the bracket order transmission mecanism described in DTC I don't see how to do it. I have yet to check how SC does it, but I'm not sure it's possible and it probably should. I think DTC should have a message type SUBMIT_BULK_ORDERS or something like that, where I could specify several orders and the relationship between them, as it is done per BitMEX API. |