Support Board
Date/Time: Wed, 25 Jun 2025 12:20:18 +0000
Post From: Teton Order Routing Risk Management
| [2022-01-03 13:29:29] |
| User992529 - Posts: 32 |
|
Hi, Regarding the new Teton order routing functionality, you have mentioned the routing time is very fast. Based on my understanding the order goes from the SC instance on the client's computer to your Aurora-hosted server and then to the exchange. There were a few points not covered in the documentation: 1. At which point is the initial margin check done for the order? Does that slow it down? How does Teton know what to compare the initial margin to (your account size)? 2. Would the client's clearing broker know in real-time the current positions or they are just aggregated at end of day? 3. How does the auto-liquidation work in case there is insufficient maintenance margin? 4. What is the behavior of Teton server-side orders (non-native exchange like OCO) during a CME Velocity Logic event and/or around big releases (Non-Farm Payrolls, etc)? 5. Any type of automatic position re-synchronization between CME and server in case there is a difference between what SC thinks you have and what the clearing broker shows on their side? 6. Any frequency filtering for orders (incoming and/or outgoing) to prevent instability (either client-side related or SC server-side related)? Thanks |