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Accounts Specific to the Open and Close Stages
Summary: Learn about accounts specific to the context of the open and close stages. On this page: Target Size, Size Placed, Size Filled, and Fees Paid.
Target Size
Foundations->Node->Target Size->Definition
Target size is the target set on the initial targets definition which, in the context of a strategy stage, acts as a limit.
Foundations->Node->Target Size->Content
Both the close and open stages may have multiple execution algorithms, each with multiple orders defined. In this context, the target size acts as a limit, as it is defined by the user as the maximum size allowed for any given position.
Before placing an order, the system makes sure that the size limit embodied in the target size would not be breached by opening a new order.
Size Placed
Foundations->Node->Size Placed->Definition
Size placed is the size of the order placed at the exchange.
Foundations->Node->Size Placed->Content
In the context of a strategy stage, the size placed refers to the sum of the sizes placed for all orders placed on the corresponding stage.
In the context of an order, it refers to the size placed for the particular order.
Size Filled
Foundations->Node->Size Filled->Definition
Size filled is the amount of the order that has been filled at the exchange. It can also represent the cumulative Size Filled of the Open or Close Stages.
Foundations->Node->Size Filled->Content
In the context of a strategy stage, the size filled refers to the sum of the size filled for all orders placed on the corresponding stage.
In the context of an order, it refers to the size filled for the particular order.
Upon each execution of the trading bot, the system asks the exchange about the status of the orders placed, and the exchange reports back with the size filled and the actual rate at which orders are filled.
In liquid markets, market orders should usually fill immediately. However, limit orders may fill incrementally. Size filled keeps track of how much of the size placed has been filled on every execution.
Fees Paid
Foundations->Node->Fees Paid->Definition
Fees paid is the amount paid in fees.
Foundations->Node->Fees Paid->Content
The exchange does not explicitly indicate how much has been paid in fees for a given transaction. Instead, when Superalgos verifies if an order has been filled or not, the exchange reports the size filled and the actual rate only.
Tip: Exchange fees are estimated using the fee structure parameter set for the trading session. It is, therefore, important to set the correct values for that parameter.
Exchanges deduct fees from the asset you are receiving. For instance, if you are selling BTC in the BTC-USDT market, then you are receiving USDT, and the exchange will deduct the fees directly from the amount of USDT you are receiving.
Trading Engine — TOC
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4. Temporal Context - Current and Last
5. Conceptual Context - Episode, Strategy, Position, Strategy Stages
6. Base Asset and Quoted Asset
7. Counters
8. Statistics
10. Balances
11. Common Metrics - Hits, Fails, Hit Ratio, Profit Loss, ROI, Annualized Rate of Return
12. Accounts Specific to the Open and Close Stages
13. Accounts Specific to Orders
14. Market Data