File: WebAPI/strategy_2.proto
LMT order parameters of the root or a nested strategy.
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: bool
Description: Defines whether replenish quantity on primary fill or not. For Iceberg orders:
•‘true’ means replenish quantity on the filled leg immediately upon receiving primary fill.
•‘false’ means to ‘freeze’ the filled leg (don’t add any more qty to it) until SS order is filled or its quantity changes for some other reason, e.g., replace request.
Type: uint32
Description: Defines mode of overfill handling for this limit SS order. One of OverfillMode enums. OVERFILL_MODE_AUTOMATIC_HEDGING is default.
Type: uint32
Description: Defines sizes of what leg orders must be aligned to strategy lots. One of AlignToStrategyLots enums. ALIGN_TO_STRATEGY_LOTS_NONE is default.
Type: uint32
Description: The way prices for secondary leg orders are calculated. One of PricingMethod enums. PRICING_METHOD_AVERAGE_ORDER_PRICE is default.
Type: PriceShifting
Description: Price shifting parameters.
Type: LimitOrderLegDescription[]
Description: Parameters for strategy legs.
Type: double
Description: Number of incomplete (hung) strategy lots that don’t block next iceberg slice.
Type: uint32
Enum OverfillMode
Description: Mode of overfill handling.
•OVERFILL_MODE_MANUAL = 1
Overfills are allowed and managed by the trader.
•OVERFILL_MODE_AUTOMATIC_HEDGING = 2
Overfills are allowed and must be hedged by the server according to strategy quantity ratios.
•OVERFILL_MODE_AVOID_OVERFILLS = 3
Minimize probability of overfills.
Enum AlignToStrategyLots
Description: Defines sizes of what leg orders must be aligned to strategy lots (opposite to work proportionally).
•ALIGN_TO_STRATEGY_LOTS_NONE = 1
Both primary and secondary leg orders could work its sizes proportionally (without aligning it to strategy lot).
•ALIGN_TO_STRATEGY_LOTS_SECONDARY_ONLY = 2
Secondary leg orders must align its size to strategy lots.
•ALIGN_TO_STRATEGY_LOTS_ALL = 3
Both primary and secondary leg orders align its sizes to strategy lots.
Description: The way prices for secondary orders are calculated.
•PRICING_METHOD_INDEPENDENT_LOT_PRICE = 1
Respect each strategy lot price independently.
•PRICING_METHOD_AVERAGE_ORDER_PRICE = 2
Respect average strategy order price.