File: WebAPI/order_2.proto
Managed order link. Links an executing order to a managed order on per-leg basis. Outright orders are treated as single leg strategy orders for this purpose, i.e. have one leg with node_path “/1”.
Type: ManagedOrderLeg[]
Description: When client sends to server (while placing an order), it establishes the linkage using this field. Only allowed when placing an executing order, to link its legs to managed orders. When server sends to client, it reports this order’s linkage.
Type: ExecutingOrder[]
Description: Provided from server to client to report linkage of this managed order to executing order legs. Note that a single managed order may have several executing orders, each executing some of the managed order’s total quantity. Not allowed when placing managed order.