Just thinking about the new OCO - One cancel the other Feature,
Nice,
But I also remember you guys saying that if one gets partially filled
that it still cancels the other, that would mean that in all actuality
that a partially filled order could result in leaving a open position
without a stop, naked.
Yep, that was me -- that's exactly the point. OCO (i.e. combination of stop-loss and limit order) is meant to protect your position, no matter what the market is doing. The current implementation leaves you naked (or half-naked) if a position gets half filled.
I really don't understand the logic behind the current behaviour. Both OCO orders should be reduced by the same amount when one of them gets partially filled, so your positions stays protected.