I always used OnPositionUpdate to check the instance position as the most quick and reliable way to know it before submit any new order, however I realized that there's a delay, specially dangerous in fast markets that confuses me and I'd like to find a solution.
What is the most reliable and fast way to check the real ultimate actual position, before submit any new reverse market order?
is it through OnPositionUpdate ?
is it through OnBarUpdate checking Position.MarketPosition ?
is it checking individual order state ?
Thanks a lot for your help
Comment