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GoogleCodeExporter avatar GoogleCodeExporter commented on July 25, 2024
Just noticed that book.html shows the same value in 'stop' and 'target' columns 
for bid orders. If that's not what you expect, maybe it could help pinpoint the 
source of this issue. 

Original comment by [email protected] on 2 Mar 2012 at 11:22

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GoogleCodeExporter avatar GoogleCodeExporter commented on July 25, 2024
Look at the orders in question, if the 'max_hold' time is different than other 
orders and 'stop' is set to zero this means flash_crash_protection was 
triggered. 

If this is the case, after 'max_hold' time expires the positions will be 
automatically sold. 

The concept with flash_crash_protection is to catch the price bounce in order 
to minimize losses in case of a sudden large drop in price.

Once sold, these types of orders will be logged as 'closed:max_hold'. I'll need 
to change this to report them correctly.

If this isn't the case, I may need your bookie_records.pkl to figure out what's 
going on.




Original comment by [email protected] on 2 Mar 2012 at 1:02

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GoogleCodeExporter avatar GoogleCodeExporter commented on July 25, 2024
At the time I read your answer, the orders were already manually canceled, so I 
could not check and compare the 'max_hold' and 'stop' fields. Since the issue 
did not resurface [at least in my experience], I suggest we consider this issue 
'unconfirmed' until we are able to reproduce it.

Thank you for the help!

Original comment by [email protected] on 5 Mar 2012 at 3:49

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GoogleCodeExporter avatar GoogleCodeExporter commented on July 25, 2024
Issue unconfirmed.

Original comment by [email protected] on 2 Dec 2012 at 8:48

  • Changed state: Invalid

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