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I know the docs says OCA orders are not implemented, but will be added over time, but do we have an ETA on it?
I have seen multiple posts here describing different ways of implementing OCA orders, but none of them seems 100% reliable. Particularly, I wonder how to handle the case of partial fills, and how to update the stop and profit orders when new fills come through. It would be extremely helpful to have built-in support for bracket orders (like IB has).
Does anyone have a good bracket order “framework” that can handle bracket orders on multiple symbols simultaneously as well as partial fills? I am trading equities…
Fred Painchaud
Hi Haakon,
I don't but that would be a class to build around OnOrderEvent. One would create a singleton object from that class and then basically forward all calls to OnOrderEvent to that object for managing. The object would see new orders, partial fills, etc, and could also be fed from elsewhere in the algo to get, say, price data for SL and TP orders.
Fred
Haakon
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