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fix: No opening auction stop orders #2094

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fix: No opening auction stop orders #2094

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c27486a
fix: No opening auction stop orders
peterbarrow Jan 5, 2024
e3c0eea
fix: Removed duplicate AC
peterbarrow Jan 10, 2024
ec6303c
Merge branch 'palazzo' into 2093-stop-orders-not-allowed-in-opening-a…
peterbarrow Jan 10, 2024
1189026
Merge branch 'palazzo' into 2093-stop-orders-not-allowed-in-opening-a…
peterbarrow Jan 15, 2024
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7 changes: 4 additions & 3 deletions protocol/0014-ORDT-order_types.md
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Expand Up @@ -92,7 +92,7 @@ Therefore the trigger level of a stop order moves with the market allowing the t

- The order can't be triggered or trade at all during an auction (even if the current price would normally trigger it immediately on entry).

- A stop order can be entered during an auction, and can then be triggered by the auction uncrossing price if the auction results in a trade, as well as any trades (including auction uncrossing trades) after that.
- A stop order can be entered during a monitoring auction but not the opening auction, and can then be triggered by the auction uncrossing price if the auction results in a trade, as well as any trades (including auction uncrossing trades) after that.

- GFA is not a valid TIF for a stop order submission.

Expand Down Expand Up @@ -370,8 +370,9 @@ In Spot market, for multiple iceberg orders submitted as a batch of orders with
- Be triggered by a fall to `45`. (<a name="0014-ORDT-063" href="#0014-ORDT-063">0014-ORDT-063</a>)
- Not be triggered by a fall to `46`. (<a name="0014-ORDT-064" href="#0014-ORDT-064">0014-ORDT-064</a>)

- A stop order placed either prior to or during an auction will not execute during an auction, nor will it participate in the uncrossing. (<a name="0014-ORDT-065" href="#0014-ORDT-065">0014-ORDT-065</a>)
- A stop order placed either prior to or during an auction, where the uncrossing price is within the triggering range, will immediately execute following uncrossing. (<a name="0014-ORDT-066" href="#0014-ORDT-066">0014-ORDT-066</a>)
- A stop order placed either prior to or during a monitoring auction will not execute during an auction, nor will it participate in the uncrossing. (<a name="0014-ORDT-065" href="#0014-ORDT-065">0014-ORDT-065</a>)
- A stop order placed either prior to or during a monitoring auction, where the uncrossing price is within the triggering range, will immediately execute following uncrossing. (<a name="0014-ORDT-066" href="#0014-ORDT-066">0014-ORDT-066</a>)
- A stop order will be rejected if submitted while the market is in opening auction (<a name="0014-ORDT-132" href="#0014-ORDT-132">0014-ORDT-132</a>)
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- If a trader has open stop orders and their position moves to zero whilst they still have open limit orders their stop orders will remain active. (<a name="0014-ORDT-067" href="#0014-ORDT-067">0014-ORDT-067</a>)
- If a trader has open stop orders and their position moves to zero with no open limit orders their stop orders are cancelled. (<a name="0014-ORDT-068" href="#0014-ORDT-068">0014-ORDT-068</a>)
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