Message: NestedStrategy

File: WebAPI/strategy_definition_2.proto

Description

Defines a strategy nested inside a parent strategy.

Used in

StrategyNodeDefinition

Fields

definition

Type: StrategyDefinition

Description: Nested strategy definition.

contract_id

Type: uint32

Description: ID of the nested strategy, if it already exists on the exchange.

Note: May be provided by the server when receiving contract metadata for a multi-level strategy.

Note: If an unknown ID is received, the contract metadata can be obtained via metadata_2.ContractMetadataRequest.

double_qty_ratio (deprecated)

Type: double

Description: Note: Use qty_ratio field instead.

qty_ratio

Type: cqg.Decimal

Description: Quantity ratio, signed decimal, number of leg contracts to buy(positive) or sell(negative). Default is 1.

price_ratio

Type: double

Description: Leg price calculation ratio, signed decimal, coefficient in strategy price formula. Same as qty_ratio if omitted. Applicable for legs of an aggregation or a multiplicative strategy.