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Date/Time: Mon, 26 Feb 2024 05:03:34 +0000



Post From: Teton StopLimit order price1 and price2 reverse

[2023-01-24 06:02:39]
onnb - Posts: 660
I am looking at a trade activity log of a long trade executed on a Teton account.

During this trade a Stop order is placed as price X
The stop order is opened and then at some point it appears as a StopLimit order with price1 X and price2 Y (Y = X-3 points).
So far this is expected behavior

Then at some point we see the following happening at the same second
We get the following OrderActionSource message: "Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 11610.25, CurrentPrice1: 11610.25, LastModifyQuantity: 0, CurrentQuantity: 1"

Price1 becomes Y, Price2 becomes X (they are swapped)
The order is marked as filled

I can end the log if it you want just let me know.

Is this expected that the prices switch like that?