Message: LimitOrderLegDescription

File: WebAPI/strategy_2.proto

Description

LMT order parameters for a leg.

Used in

StrategyLimitOrderParameters

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.

primary_order_limit

Type: PrimaryOrdersLimit

Description: All the attributes below are mutually exclusive. Sets the leg as working and place LMT orders.

primary_order_sniper

Type: PrimaryOrdersSniper

Description: Sets the leg as working and place sniper orders.

secondary_orders_limit

Type: SecondaryOrdersLimit

Description: Sets the leg as not working and place LMT orders.

secondary_orders_market

Type: SecondaryOrdersMarket

Description: Sets the leg as not working and place MKT orders.

secondary_orders_payup

Type: SecondaryOrdersPayUp

Description: Sets the leg as not working and place payup orders.

secondary_orders_trailing

Type: SecondaryOrdersTrailing

Description: Sets the leg as not working and place trailing orders.

proportional_execution_ratio

Type: double

Description: Indicates how many lots (in fractions) should be filled before the second leg order is placed. Allowed range 0-1. Default is off, the secondary leg placed after all lots are filled on the primary leg.

volume_multiplier

Type: double

Description: Determines the size of working orders based on a percentage of the resting volume available in the queue of the monitored leg. Allowed range 0-1000. Default is 1.

uint32_work_threshold (deprecated)

Type: uint32

Description: Note: Use work_threshold field instead.

work_threshold

Type: cqg.Decimal

Description: Tells the system to work the order if and only if the available quantity in the monitored leg is and remains greater than this value. Default is 0.

reserved1

Type: uint32