Can I simulate the "fill or kill" order feature in an automated script?
A 4 contract long position is active
The script issues an ExitLongLimit(Position.Quantity,..)
Only 2 contracts are filled at the limit price and the other 2 are still running.
I want to replace that with a "fill or kill" strategy.
I want to either exit all 4 contracts at the limit price, or none at all.
Is there a way to do this?
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