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I searched the code base and there are some references to this constant and trade type, you may be able to implement it. Sorry this is not more helpful. |
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I have a number of instruments for which I have been collecting price data but which I don't trade. I know Rob implemented a snap market algo last year but I've never used it. I remember seeing a post about how to set this up in the private_config.yaml but I cannot find it anymore. Has anyone else been using this and how are you using it? There is also a snap_mid order I believe, which places an order between the bid/ask spread. However, if the price moves away from you, what does PST do? Does it cancel and place another snap_mid order until it fills or change to a standard market order after some time?
Thanks!
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