Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Spec for order-linked stops #2234

Open
barnabee opened this issue Apr 10, 2024 · 0 comments
Open

Spec for order-linked stops #2234

barnabee opened this issue Apr 10, 2024 · 0 comments
Labels
discussion enhancement New feature or request

Comments

@barnabee
Copy link
Member

Write a spec for stop orders that are linked to another order, i.e.:

  • as the order trades, the linked stop order is created/updated as needed with the size that traded
  • if the order is cancelled, the created stop order remains at its size at time of cancellation

Open question: what happens to the stop's size if some of the position is closed?
- some kind of FIFO or LIFO updating of size
- size is min of created size and open position size
- something else?

Needs input: how important is this to users? Currently stop can be linked to all of a fraction of the position size but not to an order, so if you add a stop on the deal ticket it's created even if the position doesn't trade.

@barnabee barnabee added enhancement New feature or request discussion labels Apr 10, 2024
@barnabee barnabee added this to the ⏭️ Next TBC milestone Apr 10, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
discussion enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

2 participants