We are working on an options trading platform and need to test the scenario of SL Jump.
For example, if SL Limit order is placed in a range of Rs 100(Trigger) Rs 105(Limit) but the quote jumps from Rs 90 to Rs 120. In this case, the status of SL order will change from Trigger pending to Open, however since the price is over the Limit price—it will not execute.
How do we replicate this scenario for testing(We are using web sockets to let LTP update).