Mariner Backtesting - LETB nyse loc sell

Check Logic

The order is accepted if it is placed before the market close (factoring in transmission latency)

Fill Logic

Wait for the market to close and then fill the order at the closing price if it locks or crosses the limit. The number of shares filled is the symbol's ask_size * lot_size (for buying) or bid_size * lot_size (for selling).

Cancel Logic

The order can be cancelled at any time