Mariner Backtesting - BATS midpoint limit sell Logic

Check Logic

The order's GUID either doesn't exist, or hasn't been implemented in CloudQuant yet. So, if the order's price is greater than 0, treat it as a basic limit order. Otherwise, treat it as a market order.

Fill Logic

The order's GUID either doesn't exist, or hasn't been implemented in CloudQuant yet. So, if the order's price is greater than 0, treat it as a basic limit order. Otherwise, treat it as a market order.

Cancel Logic

The order's GUID either doesn't exist, or hasn't been implemented in CloudQuant yet. So, if the order's price is greater than 0, treat it as a basic limit order. Otherwise, treat it as a market order.