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Direct MessagesDate/Time: Fri, 03 May 2024 11:06:32 +0000
Post From: Bitmex chase limit not updating price. Wrong Price
| [2019-02-06 10:07:01] |
| User619308 - Posts: 7 |
|
I do actually have tick sizxe set for 0.50000. My record is XBT?##. Contract months boxes checked for H and M, both of them don't work as chase. I should mention that chase limit does actually work when I open position from trading DOM, however it does not in Automated trading. Below I attach the snippet of code in which I am using the chase limit: s_SCNewOrder LimitTemplate; LimitTemplate.OrderType = SCT_ORDERTYPE_LIMIT_CHASE; LimitTemplate.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; LimitTemplate.MaximumChaseAsPrice = 5.0; LimitTemplate.OrderQuantity = abs(qty); LimitTemplate.Price1 = (qty > 0)? Bid: Ask; if (qty < 0) ReturnValue = sc.SellOrder(LimitTemplate); else ReturnValue = sc.BuyOrder(LimitTemplate); Best Regards |