Patent ID: 7729978

Claim:
A method for dynamically changing a trade order quantity in an electronic trading environment, comprising: receiving via a computing device a definition for a trading strategy comprising a first tradeable object and a second tradeable object; receiving via the computing device a decrease parameter; receiving via the computing device a desired price and a desired quantity to buy or sell the trading strategy; upon receiving the desired price and the desired quantity for the trading strategy, automatically placing via the computing device 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; detecting via the computing device a change in the leaned on quantity in the second tradeable object; and sending via the computing device 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.