File: WebAPI/strategy_2.proto
Aggregation market taking mode: the order is held on the server until the price becomes available in at least one market; at which time, the server sends an order to the exchange.
Type: double
Description: Allocation percent (in range 0…1) for the leg (must total 100% among all legs).
Type: uint32
Description: Time period (in ms) that the order can work (after exchange ack) before the server considers it timed out and cancels it (0 means ‘never’, leaves order working until filled, cancelled, or expired).
Type: uint32
Description: Type of order placed for the leg. One of MarketTakingLimitOrderType enums.
Enum MarketTakingLimitOrderType
Description: Type of order placed for the leg.
•MARKET_TAKING_LIMIT_ORDER_TYPE_LMT = 1
•MARKET_TAKING_LIMIT_ORDER_TYPE_MKT = 2