Comment on Latest updates PI - 23rd July 2015

Sohil commented on 03 Dec 2015, 12:47 PM

I am not saying that the system should wait till the entire BO is filled before firing square off orders.

What I am looking is either one of these two algorithms —-

1) Every time a part BO is filled, then instead of firing a new set of square off orders the system should simply update the quantity of a pre-existing square off order.
Only if there is no pre-existing square off order, should a new square off order be fired.
2). Once a BO is filled completely, all the open square off orders be cancelled & new consolidated square off order be fired.

Anyone of the above 2 is desirable

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