Closed avatar-92 closed 3 years ago
What is difference between TotalQuantity, OpenQuantity, TipQuantity?
You need to set only OpenQuantity
for non iceberg orders. You don't need to set TipQuantity
and an TotalQuantity
for non iceberg orders. OpenQuantity
means quantity user wants to buy/sell. Ideally you would set OpenQuantity
to quantiy user wants to buy/sell. After restart suppose you want to re initialize order book, You need to set OpenQuantity
as remaining quantity for the order.
You need to set TipQuantity
and an TotalQuantity
for iceberg orders. You don't need to set OpenQuantity
for iceberg orders. TotalQuantity
means quantity user want to buy/sell. TipQuantity
means quantity of each tip added to orderbook. Ideally you would set TotalQuantity
to quantiy user wants to buy/sell. After restart suppose you want to re initialize order book, You need to set TotalQuantity
as remaining quantity for the order.
Thanks for the comment
In class OrderSerializerTests test Deserialize_Doesnotthrowexception I see creating order with OpenQuantity = 546 but on line 204 Assert.Equal((Quantity)2356, order.OpenQuantity);
Is it mistake in test and deserialization wrong?