03-07-2022, 09:02 PM
I think this would be easier to implement on the user's end -- when your strategy runs in Alera, get the current price and send an LOO order at 5% higher than the current price (5 mins before market open). Also, I believe that the auction is locked a couple mins before market open, meaning that it's not really possible to adjust the prices as the market is about to open.