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Mariner Backtesting - REDI IOC sell script
Check LogicAll IOC orders are accepted.
Fill LogicFill the order at the current best bid if the limit locks or crosses the bid. If the limit is not met with the current best bid, fill the order at the limit if the last price locks or crosses the limit. If the order cannot be filled immediately, it is cancelled.
Cancel LogicIOC orders can be cancelled at any time.