Place a pair of new orders in an atomic manner, else cancel all if any one fails

sudipto
Hi,
I am trying to implement pair trading, where the trading strategy requires me to place two orders (pair) simultaneously. If any one of the two orders fail, then the other should also be cancelled. Is there any provision in the API to make such a call? If not, what strategy do you recommend to ensure atomicity and consistency?
Sign In or Register to comment.