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Add reject_stop_orders behavior in RiskEngine #1164

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rsmb7z opened this issue Jul 5, 2023 · 0 comments
Open

Add reject_stop_orders behavior in RiskEngine #1164

rsmb7z opened this issue Jul 5, 2023 · 0 comments
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@cjdsellers
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enhancement New feature or request
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NautilusTrader Kanban Board

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@rsmb7z
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rsmb7z commented Jul 5, 2023

Feature Request

We have reject_stop_orders flag for BacktestNode to reject Orders if price in-the-market. Not all brokers have similar flag i.e. for example IB, they would simply treat such order as MarketOrder if the limit price was in the market.

If this behavior is included in RiskEngine which would allow to use, irrespective of adapter/broker support.
@rsmb7z rsmb7z added the enhancement New feature or request label Jul 5, 2023
@cjdsellers cjdsellers self-assigned this Jul 22, 2023
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enhancement New feature or request
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@cjdsellers @rsmb7z