Instead of basing open PNL off of the midpoint of price base it off BID/ASK

I see lots of complaints of slippage on TSX and I don’t think its slippage that people are seeing. Instead its their PNL (that is based on the mid point of price) so if they use a market order to close a short they are actually closing it anywhere from 2 to 8 ticks higher than they though depending on spread at that given time.

PNL should be based on where you need your order to be filled so if youre short you need your order filled from the ask to close and from the bid to close a long. Will also make life much easier on mobile as creating limit orders in mobile is an extremely long winded process and by the time you’ve typed out the order the price could easily have moved past.