2026-06-29 · Kalshi · 6 条相关讨论
<@1294044400065839177> this might be completely impractical given the inner workings of the matching engine, but would it be possible to include a minimum price parameter on orders to put a floor on where it can fill?
<@1294044400065839177> this might be completely impractical given the inner workings of the matching engine, but would it be possible to include a minimum price parameter on orders to put a floor on where it can fill?
Also realize this might be such a niche use case it wouldn't be worth the effort
Also realize this might be such a niche use case it wouldn't be worth the effort
Wouldn't that be a limit price?
Wouldn't that be a limit price?
Yeah was trying to figure out exactly the intent. That would be true for a buy but describes a limit for a sell. It would essentially be a "stop loss cancel".
Yeah was trying to figure out exactly the intent. That would be true for a buy but describes a limit for a sell. It would essentially be a "stop loss cancel".
Basically I have some strats that bypass my probability engines and rely on market implied probabilities very close to expiration. These can move quickly with small underlying price movements to the point where a flagged trade at say 90c can have dropped to under 50c in the ms it takes to form and send the order payload and I want to avoid that scenario I've built a gate that does a quick order book ladder check right before actually sending the order to see if conditions are still favorable but it adds a bit of latency to the order process
Basically I have some strats that bypass my probability engines and rely on market implied probabilities very close to expiration. These can move quickly with small underlying price movements to the point where a flagged trade at say 90c can have dropped to under 50c in the ms it takes to form and send the order payload and I want to avoid that scenario I've built a gate that does a quick order book ladder check right before actually sending the order to see if conditions are still favorable but it adds a bit of latency to the order process
Like I said, it's niche. But I can imagine other applications for sending a min and max price on an order potentially
Like I said, it's niche. But I can imagine other applications for sending a min and max price on an order potentially