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Make all instrument orders limit orders, with a price limit set x sigma around the sampled price #1060

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robcarver17 opened this issue Mar 16, 2023 · 2 comments

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robcarver17 commented Mar 16, 2023

Prevents us getting stuffed by a flash crash.

Forced to rerun system in the event of a genuine large price move.

ak2k commented Mar 27, 2023

Rob, Is this item related? #1016

Owner Author

robcarver17 commented Mar 28, 2023

Not really, no.

robcarver17 added the enhancement label

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