Spread Trading Interface for Multi-Leg Orders and Strategy Monitoring

Summary

This document describes a graphical interface for defining and monitoring spread trades. Users can create standard or flexible spreads, specify leg instruments and directions, set a pricing formula, identify an active leg, and enter minimum trade volume. The interface also starts, stops, and initializes spread strategies and execution algorithms.

The order controls expose direction, open or close offset, price, volume, payup, interval, and a lock setting. Monitors display spread quotes and net position, algorithm status and fills, strategy status, and event logs. Flexible spreads require at least two legs and validate that the selected active instrument belongs to the spread; each leg can also be configured with a multiplier and inverse-contract flag.

This is an operational interface description, not a trading method. It gives no signal design, formula examples, execution results, or analysis of legging, slippage, and spread risk, so it does not establish how to trade profitably.

Key ideas

• A spread can be assembled from multiple instrument legs with configured directions and multipliers.
• A pricing formula and an active leg define key parts of a flexible spread setup.
• Execution controls include price, volume, payup, interval, and open or close offset.
• Monitors present spread quotes, net positions, algorithm fills, strategy state, and logs.
• The interface does not specify a strategy or provide performance evidence.

Tags

From a private course collection; the original is not published.