Closed devararendy closed 2 years ago
Dear @chronoxor
i'm using cpptrader-example-matching_engine from commit 43b8cfbc438373d3fb9b784025f6018f453e4e72
I have a Trailing Stop Limit Scenario as shown below :
add symbol 1 BTC_ETH add book 1 enable matching
add limit sell 1 1 1000 100 add limit sell 2 1 1100 100 add limit sell 3 1 1100 100 add limit buy 4 1 900 100 add trailing stop-limit sell 5 1 700 700 100 100 0 add limit buy 6 1 1000 100 add limit buy 7 1 1100 100 add limit sell 8 1 900 100 add limit buy 9 1 1100 200
At first attempt the Trailing Stop is working and Executed. But When I retry with same scenario (without re-running the executable) the Trailing Stop Limit is not working. And why SellStop value is so big ?:
I will attach the screen shot also to make it easier to see / debug
First Attempt and Trailing Stop is working
Second Attempt with same scenario Trailing Stop is not working (without rerunning the executable)
Thank You very much Have a nice day
Best Regards
Fixed! Thanks for reporting!
Dear @chronoxor
i'm using cpptrader-example-matching_engine from commit 43b8cfbc438373d3fb9b784025f6018f453e4e72
I have a Trailing Stop Limit Scenario as shown below :
add symbol 1 BTC_ETH add book 1 enable matching
add limit sell 1 1 1000 100 add limit sell 2 1 1100 100 add limit sell 3 1 1100 100 add limit buy 4 1 900 100 add trailing stop-limit sell 5 1 700 700 100 100 0 add limit buy 6 1 1000 100 add limit buy 7 1 1100 100 add limit sell 8 1 900 100 add limit buy 9 1 1100 200
At first attempt the Trailing Stop is working and Executed. But When I retry with same scenario (without re-running the executable) the Trailing Stop Limit is not working. And why SellStop value is so big ?:
add limit sell 1 1 1000 100 add limit sell 2 1 1100 100 add limit sell 3 1 1100 100 add limit buy 4 1 900 100 add trailing stop-limit sell 5 1 700 700 100 100 0 add limit buy 6 1 1000 100 add limit buy 7 1 1100 100 add limit sell 8 1 900 100 add limit buy 9 1 1100 200
I will attach the screen shot also to make it easier to see / debug
First Attempt and Trailing Stop is working
Second Attempt with same scenario Trailing Stop is not working (without rerunning the executable)
Thank You very much Have a nice day
Best Regards