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片方が約定しなかった場合のヘッジ機能 #26

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n0r1kazu opened this issue Dec 27, 2017 · 1 comment

Contributor

n0r1kazu commented Dec 27, 2017

bitrinjani さん
こんにちは

表題の機能について、
一部約定の場合に Net Exposure が発生します。
filledSize を考慮した数量で注文を送信するなど対応が可能でしょうか？
ログを添付しますので、確認いただけましたら幸いです。
info.log

Owner

bitrinjani commented Dec 27, 2017

詳細ありがとうございます。一部約定のときの動作を修正しました。c7410f0

bitrinjani closed this as completed

n0r1kazu mentioned this issue

部分約定時のonSingleLegの動作 #30

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