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"Fill or kill" orders

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gold28 last edited by

Hi guys, what is the best way to implement 'Fill or Kill' limit orders (only execute order if it can be filled 100%) ?
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ab_trader last edited by

I don't think that bt backtest broker allows such types of orders. Just in case check Docs - Broker - Volume Filling - Fillers, maybe it will be helpful. Otherwise new implementation of the backtest broker need to be written.
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