Hi, If the algo is trading with 50+ scripts using BOs, each BO having multiple legs, each leg having TP/SL triggers, the no. of orders to be cancelled/closed when squaring off, is hitting 100s of orders. With a throughput (rate limit) restricted to 5 orders per second, this is causing lot of slippage. We haven't tried crossing this rate limit, since any missed trades would be unmanageable.
I request you to please revise this order rate and make it at least 50-100 per second, if not for all orders, at least for BOs.
