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Balancing: Implement inter-cluster order passing #14

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inconspicuous-username opened this issue Dec 22, 2017 · 0 comments
Open

Balancing: Implement inter-cluster order passing #14

inconspicuous-username opened this issue Dec 22, 2017 · 0 comments

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@inconspicuous-username
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Implement the mechanism that combines multiple order of the same price in to one order and submit these to a higher level.
The new order should be linked with the original, so when the order is (partially) executed on a higher level the original orders can be traced back and will be filled accordingly.

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