I am looking forward to moving to zerodha, I send large positional options orders (bank nifty -1000 lots).
Q #1 How can the execution be manged via API as there would be at least 60ms-80ms* roundtrip delay in modifying the order based on various execution algos. is there is a way where I submit my orders via API to zerodha, and zerodha has some list of execution algos to choose from at their server. So, after receiving my order the server will perform the execution accordingly.
Q #2 Basic overview of API suggests that order needs to sent in serial order, can we send all at once in some kind XML or any acceptable format? A sample order bank nifty Put 27200 @ 129.47 | Long : 300.0 Short : 0.0 Put 27300 @ 151.35 | Long : 900.0 Short : 0.0 Put 27400 @ 174.72 | Long : 1000.0 Short : 0.0 Put 27500 @ 202.47 | Long : 2100.0 Short : 0.0 call 27700 @ 432.52 | Long : 300.0 Short : 0.0