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Date/Time: Sat, 10 May 2025 00:11:55 +0000



Post From: lmax : stop & targuet order

[2016-11-01 12:01:06]
User716386 - Posts: 4
Major problems with LMAX- Sierra integration

Problems:
1) One Sierra Entry order with attached TakeProfit and StopLoss generate 3 independent orders on LMAX side.
1.1) We use 300% of Buying Power on LMAX
1.2) if TakeProfit or StopLoss FILLED another order still on LMAX and looks like orphan. As result we must handle it via LMAX interface !!!
1.3) We're not be able modify attached orders for Filled EntryOrder on easy way

2) Balance from LMAX.
I undestand LMAX FIX doesn't provide way to check a balance but You may request it via API and add this to Your proxy DTC server:

https://www.lmax.com/pdf/LMAX-Exchange-FIX-API-FAQs.pdf
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How do I receive my current balance, equity and free margin via API?
You can receive those details by requesting the instruction “Account State” via .NET API, where you can receive the following details about your account state:
_balance; _availableFunds; _availableToWithdraw; _unrealisedProfitAndLoss; _margin; _walletByCurrency;
You would need to setup a listener in order to give the .NET API an instruction to follow after receiving this information.
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