On Mon, Nov 14, 2022 at 05:41 PM, alon86 wrote:
When I have balance of 1,000$, I can submit two OCA orders of 500$ each. When
I add the 3rd order - it cancels one of the first two.
I'm surprised this happens. My thought was you could add all four orders to one OCA group, since only one of the orders could ever get executed... perhaps even assigning all your BP to each order. Then, in the same light as Edward suggests, handle the "onFill" by resubmitting the remaining, cancelled orders (adjusted for buying power if desired) in a new OCA group; rinse, lather, repeat.
I guess it's possible that OCA is not guaranteed though. And, there's a small chance of getting more than one in the group filled. Then I could understand IB limiting the sum impact of the orders in the OCA group.
Interesting to know.
buddy