File: WebAPI/strategy_2.proto
Type: string
Description: Path in the tree of the strategy from the root to the strategy node. The format is described in the header of strategy_definition_2.StrategyDefinition message. It is a required field in server message.
Type: uint32
Description: Mode of overfill handling. One of AggrOverfillMode enums.
Type: PriceShifting
Description: Price shifting parameters.
Type: AggregationLegDescription
Description: Aggregation legs parameters.
Type: uint32
Enum AggrOverfillMode
Description: Mode of overfill handling.
•AGGR_OVERFILL_MODE_AVOID_OVERFILLS = 1
Minimize probability of overfills: don’t place market taking LMT until existing market making LMT on other legs have quantity reduction acknowledged.
•AGGR_OVERFILL_MODE_ACCEPT_OVERFILL = 2
Place market taking LMTs and then attempt to reduce market making LMT quantity on other legs. There is a window of time where leg orders may be working that total more than the strategy order quantity.
•AGGR_OVERFILL_MODE_PRESERVE_QUEUE_POSITION = 3
Place market taking LMT and wait to reduce market making LMT qty on other legs until the market taking LMT are filled (or cancelled after timeout). There is a much larger window of time where leg orders may be working that total more than the strategy order qty, but market making LMT don’t lose their place in queue.