[ts-gen] New OCA group use case [Was: Parent/child OCA groups ...]

[Bill Pippin]

Ken,

You've given an excellent use case to justify the use of OCA group
orders with no common parent:

> Suppose IBM is at $100, and I am expecting a breakout, but I don't
> know the direction.  So I want to to submit the following opening
> [OCA] order (I am starting with no positions/no orders):

> 1. BUY STP at $105
> 2. SELL STP at $95

> So, if 1. gets filled, 2. gets canceled and vice versa.

By the way, thanks to you and Russ both for the careful explanation
of the distinction between LMT and STP orders, including the quotes
from IB's docs:

> ... The Limit order ensures that if the order fills, it will not
> fill at a price less favorable than your limit price, but it does
> not guarantee a fill.

> ... A Stop order is not guaranteed a specific execution price and
> may execute significantly away from its stop price. ...

So, lmt orders guarantee price but not execution, and stp orders, 
fill but not price.  These definitions illuminate your choice of
stops for your use case.  In a post back on the 10th, and in reply
to one of yours, I said:

> If there is significant interest in [explicit, user-named OCA
> groups], and demonstrated value ...

Your use case serves to demonstrate value.  At the time, I explained
also that any immediate fix might well require adding less-than-ideal
notation to the create order command for now.  Unfortunately, that's
still true, although better support for optional arguments is in our
roadmap.

As far as when I plan to make the initial changes, I work each week
on both major and minor/fix features, where, by way of example, the
last fix was for the concurrent session bug reported by PaulC, and the
current major task is improving memory allocation.  Note also that
the major/minor task distinction refers not to possible user value,
but rather estimated scope of work and total time for myself.

Perhaps more of interest for you, the next planned minor feature -- fix
is for the formatting problems people have noted, and I'll probably
start on that next week.  Barring some particularly embarrassing or
especially trivial bug --- those tend to jump the queue --- I'd be
glad to make some form of additional oca group notation for the create
order command the follow-on minor feature, so hopefully you might
expect to see progress, or at least work started, for your explicit
OCA group feature week after next; when minor features take longer
than the day or so set aside for them, I simply continue them on to
the next week.  E.g., looking at the sources, you'll see that work
on the concurrent session problem spread over two or three weeks.

Thanks,

Bill