Some Kraken futures limit orders can still fill after a successful cancel

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Kraken expanded its Maker Protection system on October 8, extending it to 61 additional perpetual contracts. When a non-post-only limit order is canceled during the 20-millisecond hold window, it converts to an immediate-or-cancel order. The converted order can still execute at its original release time, with any unfilled amount discarded afterward. Kraken reports the cancellation confirmation separately from the order’s execution outcome. Automated traders must reconcile both responses to ensure no fills occurred after a successful cancellation.

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Telemac
Telemachttp://cryptoinfo.ch
Passionné de nouvelles technologies, j’explore l’univers de la blockchain et des cryptomonnaies pour partager l’actualité et les innovations du secteur.

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