feature-f6-volume-spike-cancel

Cancel pending trading orders during a volume spike by enabling the f6 feature, which monitors the last 1-second traded volume and cancels any pending order that exceeds your configured volume_spike_cancel_threshold. The cancellation occurs during engine tick evaluation before position-based exit logic is applied.

Pending orders get stuck during market activity spikes because they repeatedly fail to execute efficiently, causing wasted risk exposure. A volume spike cancellation feature addresses this by canceling these pending orders and setting an entry blocked state to prevent same-day re-entries and reduce thrashing.

Configure order cancellation sensitivity by setting the volume_spike_cancel_threshold parameter to your desired volume level. Toggle the f6_enabled parameter to turn the feature on or off, allowing you to tune how aggressively pending orders are canceled when the last 1s traded volume exceeds the threshold.

Yes, canceling a pending order on a volume spike blocks re-entry for the rest of the day. After invoking the order cancellation, the system sets state.entry_blocked to True, which prevents immediate same-day re-entries and reduces order thrashing for that specific symbol.

The volume spike cancellation logic executes during engine tick evaluation while an order is still pending and not yet filled. It runs specifically before any position-based exit logic is evaluated, ensuring pending orders are canceled before downstream exit rules are applied.