Hi @kzhao,

Question re. order text. The docs say



Is there a default for order text? Rather than having to explicitly set it each time, a good default might be "<strategy>-<algo>"?

Thanks.

This is impossible because the broker plugin does not have access to this information. The script writer has access to this information and can set it via brokercommand.

As @AndrewAMD said, the plugin doesn't know anything about the strategy.

Thanks @AndrewAMD, @kzhao. Obviously I'm not a plugin writer. Just a lazy scripter...

Hi @kzhao,

How time flies! Hope you are well.

A new question: In the generated AssetsAlpaca.csv, how is Spread determined? Some Assets are getting huge Spreads...

Thanks.

Hi DdIV, The spread is the ask price - bid price (lastQuote.ap - lastQuote.bp). For illiquid assets, the spread might be huge.

Thanks @kzhao.

If I understand you correctly, it's from whatever is the lastQuote existing at the time the brokerCommand(CREATE_ASSETLIST, ...) is run. So, in addition to illiquid assets, it could also be due to "outliers" at the end of trading session if the AssetsAlpaca.csv is created, say, on the weekend?

Is there an easy way to get a more realistic Spread?

Or am I stuck with just plugging a % of Price; or 0?

Thanks.