Message: SecondaryOrdersPayUp

File: WebAPI/strategy_2.proto

Description

Pay up secondary orders parameters.

Used in

LimitOrderLegDescription

Fields

offset

Type: double

Description: Offset to modify the price of a hung secondary order.

initial_offset

Type: double

Description: Offset to adjust the secondary order price at the moment of placement.

condition_timeout

Type: uint32

Description: One of the conditions below must be set. Condition to check that pointed time interval is passed.

uint32_condition_absolute_volume (deprecated)

Type: uint32

Description: Note: Use condition_absolute_volume field instead.

condition_absolute_volume

Type: cqg.Decimal

Description: Condition to check the opposite market volume.

condition_opposite_volume_ratio

Type: double

Description: Condition to check the ratio between the opposite side and secondary order sizes.

condition_bba_volume_ratio

Type: double

Description: Condition to check the opposite side and the local side volumes ratio.