Message: MarketMakingParameters

File: WebAPI/strategy_2.proto

Description

Aggregation market making mode: the order is sent immediately to the exchanges based on the allocation percent. The server then manages the orders to get them filled as quickly as possible at the given price.

Used in

AggregationLegDescription

Fields

allocation_percent

Type: double

Description: Allocation percent (in range 0…1) for the leg (doesn’t have to total 100% allocation among all legs). Default is 0, the market making mode is turned off for the leg.

uint32_visible_qty (deprecated)

Type: uint32

Description: Note: Use visible_qty instead.

uint32_min_visible_qty (deprecated)

Type: uint32

Description: Note: Use min_visible_qty instead.

uint32_native_visible_qty (deprecated)

Type: uint32

Description: Note: Use native_visible_qty instead.

visible_qty

Type: cqg.Decimal

Description: Visible size in lots.

min_visible_qty

Type: cqg.Decimal

Description: Min visible size in lots.

native_visible_qty

Type: cqg.Decimal

Description: Visible size of native Iceberg.