the `CancelOrdersOnDisconnect=Y` is a good feature
the `CancelOrdersOnDisconnect=Y` is a good feature
they really should add it to websocket. add a `get_connection_order_group` command, returns a new `order_group_id` that, instead of triggering based on fill velocity, triggers on disconnect
they really should add it to websocket. add a `get_connection_order_group` command, returns a new `order_group_id` that, instead of triggering based on fill velocity, triggers on disconnect