Reduce-only orders may only be on the books if their execution would in fact
result in a reduction of an open position. That is, if any of the wallet's
other standing orders would be matched and executed first and reduce the
position, any reduce-only liquidity newly added to the books may not exceed
the remaining size of the position.
This function returns the size of the given open position minus the combined
size of all the wallet's standing orders on the other side of the book that
are priced better (higher for buys, lower for sells) or equal to the provided
limit price.
Reduce-only orders may only be on the books if their execution would in fact result in a reduction of an open position. That is, if any of the wallet's other standing orders would be matched and executed first and reduce the position, any reduce-only liquidity newly added to the books may not exceed the remaining size of the position.
This function returns the size of the given open position minus the combined size of all the wallet's standing orders on the other side of the book that are priced better (higher for buys, lower for sells) or equal to the provided limit price.