How can I ensure that once my condition to enter the market becomes true, my order that buys at ask is filled and my order to sell at bid is also filled.
I was thinking in order to ensure both orders are filled, maybe I should enter with limit orders. But the problem with limit orders is that, my orders on one of the instrument might get filled and the other might not, since it is a limit order.
Is there a way to either ensure that both orders are filled once my condition becomes true, after all I am buying at ask and selling at bid. In theory that should work. Or is there a way to enter limit orders on both instruments that only executes if both limit orders will be executed? In essence it would be a limit order for the strategy that only executes if both limit orders are filled. Getting my orders filled exactly when my condition becomes true is extremely important.
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