I have written basic copy trading. Hence from parent websocket of order_update were used. I have observed that when i cancel the order in parent account it triggers two cancellation orders with difference of below fields. Please help me to understand what those are. How can I classify which cancel order was orginal , completion of cancellation order and partial cancellation.
Also facing the issue on quantity. Lets say i am chunking bigger orders as per freezing limit of index. Hence for same position i was sending multiple orders. Is there any way to send as basket orders where in accept collection of orders. Send this orders as in one single basket in websocket ?
Ex: I like to place 4000 nifty orders. It gets chunked into 3 orders 1800, 1800 and 400 orders as per Nifty freezing limit of 1800. In that case 3 different orders were sent. Based on these orders I have used multiplier to replicate these orders in child account where each order was considered as different entity it was increasing order qty. For this example 1800 * 0.5 (multiplier) then 900 qty as one order. Hence 3 orders with 900 , 900 and 200 was sent from child account where as this can be send as 1800 and 200.
I just explored buffering of order. But that seems to be worst idea as price will keep change. Like to reduce the latency. So not interested on this solution.
Please help me how to consolidate these orders in parent and child ?
https://kite.trade/docs/connect/v3/websocket/#postbacks-and-non-binary-updates
I am using binary market data i believe. Since i have connected funciton "on_order_update". The difference might help me to fix my issue.
Ex: I like to place 4000 nifty orders. It gets chunked into 3 orders 1800, 1800 and 400 orders as per Nifty freezing limit of 1800. In that case 3 different orders were sent. Based on these orders I have used multiplier to replicate these orders in child account where each order was considered as different entity it was increasing order qty. For this example 1800 * 0.5 (multiplier) then 900 qty as one order. Hence 3 orders with 900 , 900 and 200 was sent from child account where as this can be send as 1800 and 200.
I just explored buffering of order. But that seems to be worst idea as price will keep change. Like to reduce the latency. So not interested on this solution.
Please help me how to consolidate these orders in parent and child ?
The non-binary data are the order updates, and other non live market data.
Have you checked the iceberg order?