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Modify requests that arrive too late

Posted: Fri Oct 30, 2026 1:19 pm
by Fairman
Modify requests that arrive too late

Moving a stop sounds simple. Send a modify request, the server updates the order, done. During a fast market, the sequence has a catch: the modify request is racing the price.

Say a long position has a stop at 1.0990 and price is dropping toward it. A request to move the stop down to 1.0980 is sent. If the price touches 1.0990 before the request is processed, the stop triggers first, and the modify fails with an error like "order not found" or "invalid ticket".

The reverse matters too. Trying to tighten a stop toward the market during a spike can be refused because the new level violates the stops level at that exact moment, when the spread has widened.

Platforms handle this differently. Some queue the modify, some reject it immediately, and some let it succeed after a delay and report success to the client late.

A scalper who adjusts stops manually in volatile moments is often fighting this race without knowing. Placing the protective order wide and then leaving it alone, or setting levels before the move starts, avoids most of the grief.

A cleaner pattern for adjusting stops in fast conditions is to decide the target level before the move starts and send the modify only when the market is calm enough for the server to process it. During bursts, an unmodified stop that is already in the right place beats a perfect stop that arrives one tick late.

Logging every modify request with the response code builds a picture over time. A cluster of failures between 8:30 and 8:31 on release days says more than any single complaint.

Do modify requests fail more often around fast moves in the logs, and would a quick count show it?