An example method includes receiving a desired strategy price and a definition for a trading strategy including at least three legs. The at least three legs include a first leg associated with a first tradeable object, a second leg associated with a second tradeable object, and a priority leg associated with a third tradeable object. The example method includes communicating a priority order for the priority leg to an exchange and receiving a confirmation of a fill of the priority order. The confirmation identifies a priority price for the fill. The example method includes calculating a first price for a first order of the first leg based on market conditions in the second tradeable object associated with the second leg, the received priority price, and the desired strategy price. The example method includes communicating the first order for the first leg at the calculated first price to the exchange.