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Case: why a batch of Volatility Alliance instructions is rejected whole

Three situations that produce zero instructions, and why the system refuses to execute part of a basket.

Worked examplesLast reviewed: 2026-09-09

Whole batch, not partial execution

When trade instructions are generated, if any single item in the basket fails a check, the entire batch is rejected and not one instruction is produced — the failing symbol is not skipped so the rest can proceed. The design note reads: buying one fewer name means executing a portfolio nobody approved.

The three situations

SituationResult
Any symbol in the basket has no usable priceWhole batch rejected, zero instructions; the error names the symbol
A leg's planned amount cannot buy one minimum increment (for example, less than 1 share of a US name)Whole batch rejected
The basket contains a US leg while the upstream broker session is offlineThe US leg has no price, which falls back to the first situation
Increment rules: 1 share for US equities, 100 shares for A-shares, no rounding for crypto.

What happens after a rejection

  • No instruction and no fill was produced. Your funds were not executed and nothing needs cleaning up.
  • Operations correct the basket (change the symbol, adjust the amount, or wait for the session) and propose again.
  • A basket with a US leg proposed inside the 02:19–04:00 HKT outage window will necessarily have no price for that leg.

The cost of this design is that a batch sometimes has to be redone; the benefit is that a portfolio different from the approved one is never executed. For allocated funds, the latter is the larger risk.

Sources for this article

Nothing is written here that cannot be verified in the documents below. Where they conflict, the formal document prevails.

  • · Platform operations runbook