File: WebAPI/strategy_2.proto
Parameters of LMT orders on a leg which is currently working.
uint32_min_qty_increment (deprecated)
Type: uint32
Description: Note: Use min_qty_increment field instead.
Type: cqg.Decimal
Description: Place an order only if the quantity available in the monitored leg is at least this much and to modify a working order only if the quantity available in the monitored leg increases by at least this much. Default is 1.
Type: uint32
Description: Queue holders (stacked orders) are additional orders placed in the queue at specified price levels away from the initial working order. Sets the minimum number of orders to include in the queue. Allowed values: 1-10, default is 1.
Type: uint32
Description: Sets the maximum number of orders to include in the queue. Allowed values: 1-10 and not less than queue_holders_min_size, default is 1.
Type: uint32
Description: Indicates how many price levels (ticks) to skip between orders in the queue. Allowed range is 1-5, default is 1.
Type: uint32
Description: Indicates how far the market should run before maximizing the size of a recently placed order that is now part of the group of stacked orders. Must be less than queue_holders_min_size, default is 0.
uint32_visible_qty (deprecated)
Type: uint32
Description: Note: Use visible_qty field instead.
Type: cqg.Decimal
Description: Primary Iceberg order visible size in lots.
uint32_min_visible_qty (deprecated)
Type: uint32
Description: Note: Use min_visible_qty field instead.
Type: cqg.Decimal
Description: Primary Iceberg order min visible size in lots.
Type: uint32
Description: Maximal distance between the market price and the old/new limit price of working primary leg orders, which allows modifications of these orders’ prices (in ticks). Zero value is acceptable and means that the orders are modified at any distance. 0 is default.
Type: uint32
Description: Minimal difference between the old and the new limit prices of working primary leg orders, which allows modifications of these orders’ prices (in ticks).
primary_orders_fifo_queue_size
Type: uint32
Description: Maximum number of leg orders per price level.
Type: uint32
Description: Period of updates to the working leg in milliseconds, such that every N ms, the leg is put where it ought to be placed based upon current prices. Default is to use the server settings.
Type: bool
Description: Flag that shows whether observed markets must be used for primary orders size calculation or not.
Type: uint32
Description: Specifies (in ticks) maximum distance primary order price could be moved from target one while creating best bid/ask.
Type: uint32
Description: Mode of handling primary leg orders with target price far from market. One of FarFromMarketMode enums. Default is to use the server settings.
Type: int32
Description: Defines if and where server must work quantity that cannot lean onto current best bid/offer. Allowed range 0-9, default is to use the server setting.
Type: uint32
Description: How to work orders considering DOM data. One of DOMUsageMode enums. TOP_ONLY is default.
Type: uint32
Description: Work up to this number of orders to get required volume if dom_usage is DOM_USAGE_MODE_MULTILEVELS. Allowed range 1-10, default is 1.
Description: Mode of working primary orders with the price far from the market.
•FAR_FROM_MARKET_MODE_NO_ORDERS = 1
Primary orders will be canceled (won’t be placed) if a new target price is far from the market.
•FAR_FROM_MARKET_MODE_MOVE_AWAY_ONLY = 2
Primary orders will be moved away from the market (will be left untouched) if a new target price is far from the market.
•FAR_FROM_MARKET_MODE_DONT_MOVE = 3
Primary orders will be left untouched if current and a new target price are both far from the market.
Description: Modes of handling DOM data.
•DOM_USAGE_MODE_TOP_ONLY = 1
Use only top levels of DOMs and produce a single level of primary orders.
•DOM_USAGE_MODE_MULTILEVELS = 2
Use multiple levels of DOMs and produce multiple levels of primary orders.
•DOM_USAGE_MODE_FULL_SIZE_WORST_PRICE = 3
Produce a single level of primary orders of the full quantity corresponding to the worst DOM prices with a sufficient cumulative quantity.
•DOM_USAGE_MODE_FULL_SIZE_AVERAGE_PRICE = 4
Produce a single level of primary orders of the full quantity corresponding to average DOM prices with a sufficient cumulative quantity.