About taking correct price along with my ALGO SOFTWARE

I do trading in only options. Recently I connected with ALGO TRADING SOFTWARE…SO THOSE people connected their software with my UPSTOX ACCOUNT….HERE THE PROBLEM STARTS. SOFTWARE ENTRY POINT AT ONE PRICE LEVEL BUT MY UPSTOX TAKING AT 10 POINT DIFFERENCE. THEY ARE SUGGESTING ME TO CHANGE UPSTOX TO another platform……so what u tell.