I always take a negative slippage of 5/- for entry/exit, SL etc. NO matter what happens, no market orders. My code fetch LTP of premium, and place sell order with LTP-5/-, in most cases 70-80% order gets filled in first attempt.
For unfilled quantities, revises order by another -5/- in 5 seconds. It attempts for total of 5 times, and exit all existing positions for both legs if still remained.
For unfilled quantities, revises order by another -5/- in 5 seconds. It attempts for total of 5 times, and exit all existing positions for both legs if still remained.