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4. Trading: Price Deltas

The Price deltas module schedules temporary price offsets (in pips) for a chosen Symbol/Pair over a defined time window. While a delta is active, the platform publishes the adjusted price and executes orders against it. All users see and trade on the shifted price for that symbol during the window.

Typical uses

  1. Staging and simulation for demos or QA.

  2. Short operational adjustments, including stepwise ramps by chaining minute windows.

  3. Temporary mitigation of third-party feed anomalies.

Finding the page

Left navigation → Trading → Price deltas.

Page layout & controls

  1. Settings by symbols group: filter the list to Crypto, Commodities, Forex, Stocks, Indices.

  2. Total: count of deltas in the current view.

  3. Search: free-text filter by Symbol.

  4. + Add: opens the Add delta price dialog.

Table columns

  1. Symbol — target pair, e.g., BTC/USDT.

  2. From date — start of the effective window (DD/MM/YYYY hh:mm).

  3. To date — end of the window.

  4. Value — delta in pips (positive or negative).

  5. Actions — delete.

Columns support sorting where indicated.

Creating a delta

Click + Add to open the form.

Fields

  1. Symbol (required): select a single pair.

  2. From (required): start timestamp.

  3. To (required): end timestamp.

  4. Pips (required): integer or decimal; positive raises price, negative lowers it.

Behavior:

When the current time is within [From, To), the system adds the delta to the symbol’s price stream and trades at the adjusted price.
Example: market 905; +1000 pips → 915; −1000 pips → 895.
The offset applies to the whole bar (full candle) within the window.
Chaining short windows (e.g., 1-minute intervals) with modest pips produces visible step patterns.

Validation:

  1. From < To.

  2. Pips must be numeric (decimals supported).

  3. Conversion from pips to price respects the instrument’s minimum tick/precision; sub-tick results are rounded by instrument rules.

Overlaps & priority: Multiple deltas may overlap for the same symbol. Platform policy is last applied wins, unless your instance defines an explicit priority rule. Prefer non-overlapping windows for deterministic behavior.

Save to persist the rule.

Managing deltas

Delete: removes the rule immediately. If it was active, price reverts to the unadjusted stream.
Audit: creating and deleting deltas are logged with user, timestamp, and parameters.

Interaction with other Trading settings

Spread, Commission, Swaps from Configurations still apply after the delta; the delta shifts the base price, not fees.
Weekends/Holidays: if a non-trading window closes the market, deltas have no effect during the closure; they resume if still within time when trading reopens.
Timezone: deltas are stored/evaluated in UTC; coordinate any time conversions with the symbol’s trading hours if needed.

Best practices

  1. Use short windows (1–5 min) for tests; chain them to shape controlled ramps.

  2. Record reason/issue ticket in your ops notes whenever applying a production delta.

  3. Avoid overlaps unless you explicitly rely on the latest-wins behavior.

  4. Coordinate with Risk before applying large negative deltas to liquid markets.

  5. Keep a ready rollback step (e.g., planned delete at hand).

Examples

  1. Month-long uplift
    Symbol=SOL/USDT, From=01/09 00:00, To=30/09 00:00, Pips=+3333 → continuous positive offset for the month.

  2. Five-minute demo staircase
    Create 5 consecutive 1-minute windows on BTC/USDT with Pips=+200 each to show a clear step-up pattern.

  3. Temporary offset for feed issue
    ETH/USDT, From=24/10 00:00, To=28/10 00:00, Pips=+111.0 to neutralize a known pricing discrepancy during that period.

Limitations & notes

Deltas affect only the targeted symbol; crosses or synthetics require their own deltas.
Historical OHLC may reflect adjusted prices for “as-traded” storage; confirm your data policy.
Monitoring is recommended for unusually large or long-lived deltas.




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