42 lines
1.9 KiB
JSON
42 lines
1.9 KiB
JSON
{
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"type": "Simulated Partial Fill",
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"definition": {
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"text": "The simulated partial fill parameter allows simulating the partial fill of orders."
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},
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"paragraphs": [
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{
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"style": "Block",
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"text": "Content"
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},
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{
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"style": "Text",
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"text": "Upon each execution, the simulation verifies if the current candle intersects the rate set for the order. If it does, it uses the value in this parameter as a factor to determine and keep track of what percentage of the order is filled."
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},
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{
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"style": "Text",
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"text": "The same process repeats for each subsequent candle, until the order is filled."
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},
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{
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"style": "Text",
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"text": "When the parameter is not present or undefined, the simulation assumes the order is filled as soon as the rate is hit."
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},
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{
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"style": "Block",
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"text": "Configuring"
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},
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{
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"style": "Title",
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"text": "Simulated Partial Fill Configuration",
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"updated": 1609607669992
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},
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{
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"style": "Subtitle",
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"text": "Properties",
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"updated": 1609607682304
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},
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{
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"style": "List",
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"text": "fillProbability indicates the probability of an order getting filled upon each tag of the price. Values may range from 0 to 1. The value 0 indicates that there are 0% chances of the order getting filled. With such a setting, the order will never get filled in the simulation. The value 1 indicates that there is a 100% probability of the order getting filled. With such a setting, the order is filled upon the first tag of the price. A value of 0.5 indicates a 50% probability, thus, it takes two tags of the price for the order to fill completely with such a setting."
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}
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]
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} |