摘要 |
Systems and methods are described for a risk check. Risk check allows a trading strategy to proceed based on whether the order quantity for each leg of the trading strategy satisfies a certain condition When a trading strategy is initiated, the quantity for each of the orders to be submitted on behalf of the trading strategy is compared to a corresponding risk value If the order quantity for each of the orders is less than the corresponding risk value, then the trading strategy can proceed and the initial order can be sent on to the exchange If the order quantity for any of the orders exceeds the risk value, then the initial order is not sent to the electronic exchange. Additionally, quantity associated with the strategy is reserved for execution of the trading strategy The reserve can be drawn from the trading strategy until the quantity is depleted
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