Monitoring Repeated Orders by Side, Price, Quantity, and Intent

Summary

The discussion asks whether VeighNa can detect repeated trading instructions. The proposed check counts orders that share the same buy or sell direction, quantity, and price, with the question distinguishing opening orders, closing orders, and cancellations. This frames duplicate-order monitoring as a risk-control feature that can flag repeated submissions with matching attributes. The reply says that the open-source risk manager package is expected to add support for related functionality, but gives no implementation details.

The exchange provides a feature request and a brief indication of planned package support, not evidence that the feature was released or tested. It does not specify how a duplicate is defined over time, whether partially filled or rejected orders count, or how cancellations should be treated relative to new orders. Those choices matter when translating the idea into production controls. The thread is useful for the monitoring concept and its candidate matching fields, but it is not a guide to configuration, code, or verified behavior in any particular release.

Key ideas

• Repeated orders can be identified by comparing trade direction, quantity, and price.
• Monitoring may distinguish opening orders, closing orders, and cancellation instructions.
• The reply points to planned support in VeighNa's risk manager but confirms no release or test outcome.
• The thread does not define time windows or how fills and rejected orders affect duplicate classification.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.