Hello all,
I’m searching a solution to avoid partially filled order with OCO order.
If I use a small quantity (example 0.02 BTC), no partial or infrequently
But if I put for example 0.2 BTC, I have a lot the issue, in the same conditions.
I know that I use a fiew delta for limit level (0.1%), but doyou know how I can improve it ?
I’m thinking to split my order (per 10), but it’s more complex to manage lot of parallel order in the code.
What has been your experience ?
I tested also timeInForce=FOK, but the order is expired, not a solution.
Same behavior spot & margin
Thanks
It’s not a matter of quantity. If you want an order to be in the order book and side is GTC or IOC, then it’s inevitable the order might get partially fills, because one order can get multiple trades.
Thanks aisling2,
So what is the best practice / solution to be sure that my oco order will be fullfilled ?
Do have I check in the order book if quantity of my order is available at the right price ? It seems tricky regarding order book which is evolving continually…
Wellcome to war of market makers. You orders will not fill until they match the enough buyer or seller.
Hint: You will received a “FILL” after your order full filled.