Message: AggregationLegDescription

File: WebAPI/strategy_2.proto

Description

Description of aggregation strategy legs.

Used in

StrategyAggregationParameters

Fields

node_number

Type: sint32

Description: Node number in the strategy definition the parameters are related to (LegDefinition.node_number value). It is a required field in server message.

uint32_working_threshold (deprecated)

Type: uint32

Description: Note: Use working_threshold instead.

working_threshold

Type: cqg.Decimal

Description: Threshold value for available quotes quantity to be considered (the quantities under this value are ignored).

market_taking_parameters

Type: MarketTakingParameters

Description: The leg is executed in market taking mode.

market_making_parameters

Type: MarketMakingParameters

Description: The leg is executed in market making mode.

reserved1

Type: uint32