Market orders cause cost coverage alerts
Closed this issue · 1 comments
fhenneke commented
If multiple market orders are included in a batch with a partially-fillable order, sometimes the cost coverage alarm is triggered.
The reason is that fees for market orders are computed to cover costs for settling orders individually. Since settling multiple orders increases efficiency, the total cost can be smaller than the sum of fees of market orders alone. Even setting a fee of zero for the partially fillable order can result in triggering the error.
One approach to fixing this would be to only trigger alerts if all orders in the batch are partially fillable. Otherwise an info message should be enough.
fhenneke commented
There are no market orders anymore.