submitmultilevelopen: submitmultilevelopen

Description Usage Arguments Value See Also

View source: R/hftsimulator.r

Description

submit multiple open orders while cancel all other orders satisfying the cancel conditions, cancel conditions are specified by cancelallother, cancelprime, cancelsub and cancelnotinthebook.

Usage

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submitmultilevelopen(instrumentid, LEVELS = c(1, 2), hands = 1,
  cancelallother = FALSE, cancelprime = FALSE, cancelsub = FALSE,
  DIRECTION = 1, cancelnotinthebook = FALSE)

Arguments

instrumentid

character, instrument identifier.

LEVELS

integer, specifying postions in order book. Orders will be submmited to these positions.

hands

integer, specifying amount to be submitted.

cancelallother,

logical, indicating wehter or not cancel all other orders that satisfying in the order book but with different prices.

cancelprime

cancel all orders with higher priority price

cancelsub

cancel all orders with lower priority price

DIRECTION

integer, specifying trading direction. 1 for long, -1 for short.

cancelnotinthebook

cancel orders not in orderbook

Value

nothing.

See Also

multisubmission cancelall


chenhaotian/High-Frequency-Trading-Simulation-System documentation built on April 18, 2018, 9:24 p.m.