Add logic to coverage leg and quoted leg
- Hi. I'm going crazy with an autospreader strategy. I am looking to add logic to the hedging leg and the quoted leg, a simple logic that tells the algorithm that if the hedging leg is hanging and it is not filled, that request is completely eliminated. I want to delete the order that is working on the quoted leg and the order that was not filled on the hedging leg, all this using the stopwatch. Could someone give me even an orientation? I would be very grateful since there is not very deep information about adl on the net and there are things in which you get stuck and without help you do not advance. Kind regards and thank you community.
