I run an options scalping algo on Kite Connect and want to move my stops from bot-side polling to exchange-held SL-L orders that I trail with the modify API. Could you please confirm:
Modification cap. On 5 Oct 2026 I tested a regular LIMIT order on NIFTY26O1321000PE. 25 modify calls succeeded and the 26th and later ones failed with "Failed to modify order". Is 25 the current per-order cap? Does it apply equally to LIMIT, SL and SL-L, trigger and price changes, and API and web? Can it be raised for registered algo users, and what is the exact error message?
Cancel and replace. Does cancel and replace reset the count? Does a new order count toward the 3,000 orders a day limit (modifications and cancels do not)?
SL-L on index options. For SELL SL-L on Nifty options, what is the allowed gap between trigger and limit (price bands, "limit price worse than trigger" rules)? What happens if the market gaps through the limit: does the order stay pending in the book? Is there a recommended way to make SL-L behave like SL-M?
Rate limits. What are the current per-second and per-minute limits for place, modify and cancel calls? Is there any penalty for hitting them?
Order-to-trade ratio. Do frequent modifications attract NSE order-to-trade ratio charges or algo monitoring for a small account like ours? Where is the threshold documented?
Market protection. Is market_protection mandatory for MARKET and SL-M orders (and for SL-L, if at all) on options from 1 April 2026, and what are the accepted values?
Speed. What is the typical time from a modify request to the exchange confirming it, and is a "MODIFY PENDING" status that lasts several seconds normal?