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Question regarding the handling of the price protection mechanism
Hi folks,
I read in the api documentation that Kucoin has a so called "price protection mechanism": https://docs.kucoin.com/#place-a-new-order
The documentation states "causing the order to fail." but later on mentions that a market could be partially filled when the mechanism is triggered.
Do you has experience with it? Like, is the market order fully marked as failed and if not, how do you know the quantity that was filled? Do you generally have any tips on how to handle it gracefully?
Thanks a lot for your work ❤