I had a concern regarding the autoslice=true parameter while placing orders:
As per documentation, when autoslice=true is enabled and the order quantity exceeds the exchange freeze limits, the API internally splits it into multiple smaller orders. Each slice shows up as a separate order with its own order_id, tagged appropriately.
However, during algo trading, I am observing errors when autoslice=true is set even for smaller quantities that are well within the freeze limits. This raises a few questions:
Default behavior – Can autoslice=true be set by default for all orders (including small ones within freeze limits), or is it only valid when the order size actually exceeds the freeze limit?
Freeze limit determination – Is there an API response, directory, or reference endpoint that allows us to check the freeze limits for each stock/contract/index programmatically, so the algo can decide whether to apply autoslice=true before placing the order?
Error handling – If autoslice=true is not meant for all cases, what is the recommended way to gracefully handle scenarios where the order quantity is within the limit but the parameter is still set?
I want to confirm whether I am misunderstanding the intended usage, or if the current implementation should allow auto-slicing for all cases (even when unnecessary).
