Single Order Container and Multiplexer Combination
Whenever a trading block (such as an Order Block)
submits an order, it retains an Order Key unique to that particular
order. The trading block may then output a discrete event message 
which will carry
the Order Key. A Single Order Container may receive the 
message, and then
extract the Order Key to take control of the identified order.
Operations
Note: Only the Order Block,
Discrete Order Block, Existing Order Block, or an ASE Order Block
can provide the required input discrete event message 
.
- Single Order Container
will modify the managed order according to its price input
and quantity input 
. - If the managed order
was initially submitted with a stop trigger, the Single Order Container
will modify the managed order in accordance with the stop trigger
input
. However, note that
a stop trigger cannot be attached to an order which was originally
without a stop trigger - The Single Order Container
will modify the managed order in accordance with the disclosed quantity input
. If the managed
order was initially submitted without a disclosed quantity, the
Single Order Container can modify the managed order into an exchange-recognized
iceberg order. - When the true/false
input
turns TRUE, the Single
Order Container will delete the managed order but will not resubmit
a new order when 
reverts to FALSE.
If an Order Block generated the initial order message 
, the Order Block
will re-evaluate its inputs to decide whether a new order should
be submitted or not. Simply put, the Single Order Container does
not have the authority to create new orders. - Using the Multiplexer
Block in conjunction with the Single Order Container allows for
a lower-level control by generating discrete event messages upon
receiving a fill, change, or a delete order confirmation from the
exchange (respectively, they are output as
, 
, or 
messages).
Details
- Single Order Container
retains a memory of the fills it achieved since the last activation
(i.e., when the last order message
triggered the block). The fills remembered
by the Single Order Container are shown by the executed quantity
output 
. The working quantity
output 
is calculated according
to the following formula: 
= 
- 
. - If the user manually deletes or modifies an order controlled by the Single Order Container, it will relinquish control over to the user, but discrete event messages will still be generated from the appropriate output ports at the expected times. If the user pauses and resumes his algorithm, the order container will attempt to re-locate and re-take control of the managed order.
Double-Click Edit Window
Double-click on the respective Multiplexer Block to bring up an edit window:
- Select Visible Connectors: Additional output ports can be exposed for extended lower-level control.