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Thanks. ?They are indeed limit orders, but the limit prices are updated frequently, so the condition parameters would also have to be updated dynamically to keep them in sync. ?In principle that sounds doable, but I have some related experience that suggests that in practice, even when updates to two standing trades are submitted simultaneously, the updates often take effect at different times, so that the two trades are regularly out of sync for 10-100 ms periods. ?My prior is that during these times (in your proposed scenario), when the PriceCondition price (someValue) gets out of sync, there could be a non-negligible chance of triggering the wrong conditional order. ?That could have a high cost.
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My current strategy does have the same risk of out-of-sync periods, but the bad potential outcomes are not as costly.
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Meanwhile, I think I found a workaround to my original issue. ?That issue was that when I first submit the hedge order's child, I cannot set any displayed size for the child. ?(That's why I wanted to find an alternative to the hedge pair.) ?But apparently I can set the displayed size subsequently?just by updating the order. ?At least, I've been trying that for a few hours and it seems to be working.
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Keeping separate orders in sync while updating them is an interesting but separate topic. ?I will start a new thread about it.
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Thank you Jürgen,
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-Neal
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