Message: StrategyStopOrderParameters

File: WebAPI/strategy_2.proto

Description

STP order parameters of the root or a nested strategy.

Used in

StrategyTradingParameters

Fields

node_path

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.

Required: in server message.

stop_side

Type: uint32

Description: The side of strategy price that STP orders watch for. One of StopSide enums.

replenish_on_primary_fill

Type: bool

Description: For Iceberg orders:

      ‘true’ means replenish qty 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 qty changes for some other reason, e.g., replace request.

reserved1

Type: uint32

Enum StopSide

Description: Enumeration of sides of strategy price that STP orders watch for.

Values

      STOP_SIDE_BID = 1

     Bid price of strategy must be matched against STP price.

      STOP_SIDE_ASK = 2

     Ask price of strategy must be matched against STP price.