Patent ID: 8032445

Claim:
A system for dynamically changing a trade order quantity in an electronic trading environment, the system including: a computing device adapted to receive a definition for a trading strategy including a first tradeable object and a second tradeable object, wherein the computing device is adapted to receive a decrease parameter, wherein the computing device is adapted to receive a desired price and a desired quantity to buy or sell the trading strategy, wherein the computing device is adapted to, upon receiving the desired price and the desired quantity for the trading strategy, automatically place a first trade order for the first tradeable object having an order quantity, wherein, based on the definition for the trading strategy, the desired price, the desired quantity, and market data for the second tradeable object, the first trade order leans on a quantity in the second tradeable object, wherein the computing device is adapted to detect a change in the leaned on quantity in the second tradeable object, and wherein the computing device is adapted to send a command to decrease the order quantity of the first trade order for the first tradeable object based on the change in the leaned on quantity in the second tradeable object according to the trading strategy when the detected change is a decrease in the leaned on quantity and the decrease conforms to the decrease parameter.