I submit orders (in MarketReplay mode) at Bid or Ask price (they are taken via functions GetCurrentBid/GetCurrentAsk) and sometimes I get a rejection due to price.
Could I fix this if I get Bid/Ask values from OnMarketData handler?
In other words, may GetCurrentBid/GetCurrentAsk use an "old" Bid/Ask value?
Or, the described situation is valid?
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