Consider the following case:
I have a Sell order of quantity 100 at the Best Ask Price. Only my order is there at the Best Ask Price which means the Best Ask Qty is also 100. Now in a scenario, if I have a rule as the following -
"When : order.state = 2 and order.quantityExecuted > 0 and order.quantityRemaining < askQty1 from MarketDepth(field)"
"Then : (1) order.quantity = order.quantityRemaining
(2) modify order"
Considering no other order came on the Best Ask Price and the best ask qty reduces as my order is executed. This rule should not be executed. But in case of my scenario this rule is getting executed.
Can someone help me with this? Am I missing something here?
What product are you discussing? You might want to pick a product forum.
I am on Apama 4.1 Event Modeler. If you are talking about financial product, then I am trying on futures product.
So, the Apama forum would be the place to post.