Stop with Protection

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A Stop with Protection order combines the functionality of a stop limit order with a market with protection order. The order is set to trigger at a specified stop price. When the stop price is penetrated, the order is triggered as a market with protection order, which means that it will fill within a specified protected price range equal to the trigger price +/- the exchange-defined protection point range. Any portion of the order that does not fill within this protected range is submitted as a limit order at the exchange-defined trigger price +/- the protection points.

Products: FUT

More on Stop with Protection Orders

More on Supported exchanges

1order = Order()
2order.totalQuantity = quantity
3order.action = action
4order.orderType = "STP PRT"
5order.auxPrice = stopPrice