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Multiple orders within same minute

Hi,

When I'm placing orders the quantity that I ask for isn't always fulfilled in entirety.

How do I detect this condition within the same minute the first order was passed so that that I can then do another order of the difference?

Thanks,
Andrew

1 response

Hello Andrew,

If I understand correctly, the short answer is that you can't. You won't know the result of the order (full/partial fill) until the next call to handle_data. Besides, the order is good until cancelled, so it should eventually fill completely, per the slippage model settings.

Grant