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Strategy settings
The work of the order reduction function can be seen in the log by the following record of the form: BTC: [1] (40) Buy order reduced: $1000.00 => $23.32 (Vol: $23.32)
In this log the OrderSize of the strategy was $ 1000, but the average trading volume was only $ 23 per 100 ms, so the strategy placed a buy order of $ 23.