regarding API latency/slippage

anoopkc1209
Hi Kite Forum,
So I've a query regarding the slippage or should I say "Impact Cost". Thing is my previous broker had a very high latency between the price at which the order was placed and the price at which the trade was actually executed and just to be clear all the trades were executed by API via Python code. The case in point is that the trades were placed based on the data from the websocket. However the when the trades got executed it was happening at either a higher or a lower price then the one displayed on the websocket. So my question is does Kite API address this issue of latency between the data displayed on websocket and the price at which the trades are executed, in other words will trades get executed at the same price which is displayed on the websocket?
  • sujith
    Orders always match with best bid or offer. It won't match the last traded price.
Sign In or Register to comment.