If the virtual hedging modes submit the pool trades always as one order, I might be able to work with that. I probably have no control per script over the execution of those, they will always be market orders (I assume) but I could add a brokercommand to turn them into limit orders on the plugin side perhaps.

By the way, the FTX plugin on github also has another bug I think. BrokerHistory returns T6 candles with their starting timestamp when Zorro expects the ending timestamp, doesn't it? So every minute candle is effectively shifted by one bar.