Recent content by ruslan

The thing is that order itself is done and its state consistent - in my example we just received that order was filled and know it for sure, however position haven't reflected this yet. So if we make automatic decision on broken state: no active orders (as it was filled already) and position not...

I have read the whole tread and many people speak about ATS as a state machine with async connection to IB. Actually seems there's a flaw in this approach: when order for 700 gets filled ATS will lose consistency between orders and positions. Initial state was 1000 needed, 300 had and 700 to...