betcode-org / flumine

flūmine - Betting trading framework
MIT License
177 stars 60 forks source link

Fill or kill orders several issues #734

Closed mzaja closed 9 months ago

mzaja commented 9 months ago

Noticed a couple of issues with FoK orders:

mzaja commented 9 months ago

After additional testing, I've come to the conclusion that tasks 1 and 2 are not necessary for implementation. In most cases the order stream update comes very shortly after the FoK order is placed and sets the status to EXECUTION_COMPLETE and the correct value for size_cancelled. It would be a lot of hassle and potential pitfalls to implement immediate processing of order placement reports in case they arrive before the order stream update.

mzaja commented 9 months ago

PR opened: https://github.com/betcode-org/flumine/pull/735.

mzaja commented 9 months ago

Closing because the tasks have been completed and PR merged.