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Size
Size is the size set for the order through a combination of formulas and configurations defined in the trading system, and is the value passed on to the exchange as the size of the order.
Content
The system provides a flexible and robust infrastructure to control execution. The size of a single order results from the combination of multiple settings.
- The target size in base asset or target size in quoted asset: The formulas under these nodes define the absolute maximum size allowed for the position. The implications of using one or the other are explained under the initial targets node in the open stage.
- The configuration of the execution algorithm: The parameter
percentageOfStageTargetSizedetermines what fraction of the target size the algorithm will attempt to execute.
- The configuration of the order: The parameter
percentageOfAlgorithmSizedetermines what fraction of the size handled by the algorithm the order shall be constrained to.
Configuring
Size Configuration
Properties
-
initialValueallows resetting the initial state of the node to an arbitrary value.
Initial Values
These are the Initial Values for Size configuration:
{
"initialValue": 0
} Examples
This is a list of properties featured by the Size configuration. Expanding a property shows sample values for the property extracted from the current Workspace.
Size Menu
The Size node has the following Node Menu items:
The Configure menu item has the following properties:
- action: Configure
- label: Configure
- iconPathOn: configuration
- iconPathOff: configuration
- actionFunction:
uiObject.configEditor.activate
The Copy Node Path menu item has the following properties:
- action: Copy Node Path
- label: Copy Node Path
- iconPathOn: copy-path
- iconPathOff: copy-path
- actionFunction:
payload.executeAction
- actionProject: Visual-Scripting
The Copy Node Value menu item has the following properties:
- action: Copy Node Value
- label: Copy Node Value
- iconPathOn: copy-value
- iconPathOff: copy-value
- actionFunction:
payload.executeAction
- actionProject: Visual-Scripting
The Copy Node Type menu item has the following properties:
- action: Copy Node Type
- label: Copy Node Type
- iconPathOn: copy-type
- iconPathOff: copy-type
- actionFunction:
payload.executeAction
- actionProject: Visual-Scripting
The Delete menu item has the following properties:
- action: Delete UI Object
- actionProject: Visual-Scripting
- askConfirmation: true
- confirmationLabel: Confirm to Delete
- label: Delete
- iconPathOn: delete-entity
- iconPathOff: delete-entity
- actionFunction:
payload.executeAction
Tip: When a menu item is grayed out, it means that Size already has the required child type that the menu item may add, and only that child is allowed for that case.
Size Attaching Rules
The following are the Node Attaching Rules that govern the attachment of Size with other nodes:
Compatible Types: