Closed mzaja closed 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.
PR opened: https://github.com/betcode-org/flumine/pull/735.
Closing because the tasks have been completed and PR merged.
Noticed a couple of issues with FoK orders:
When a FoK order is placed and cancelled unmatched (statusEXPIRED
).size_remaining
attribute remains equal to the requested size whilesize_cancelled
is zero. These values should be swapped.Order status is updated toEXECUTION_COMPLETE
when it should be updated toEXPIRED
.size_lapsed
, when it should besize_cancelled
.