'creation_timestamp,filled_amountandstatus` have been added to LimitOrder. To make this data available to strategies and other parts of the system, we'll need to update MarketsRecorder, connectors and some other classes to store and propagate this new data.
What
Update InflightOrderBase to support the new fields: creation_timestamp is the timestamp when the inflight order object is created.
Update HangingOrder to include the new fields
MarketsRecorder to store creation_timestamp on Order records (instead of db_timestamp)
Update BuyOrderCreatedEvent and SellOrderCreatedEvent class to include creation_timestamp (this is so that MarketsRecorder can get this data)
Update connectors (excluding PaperTradeExchange which is on a separated ticket) to include creation_timestamp when raising the order created events
All inflight order child classes, update its from_json so that orders are created correctly once restored from database records
Notes
Since likely that not all connectors are going to be updated at the same in this task, the changes in this task should be backward compatible (assumes the new fields may not be populated)
For the above reason, this task may not be worth taken on as the resource required (mainly testing) is huge but the main benefit of the change - make filled_amount available to strategies in case of partially filled orders - is small.
DoD
The new fields are now available to strategies (through limit_orders property).
Why
'creation_timestamp
,
filled_amountand
status` have been added to LimitOrder. To make this data available to strategies and other parts of the system, we'll need to update MarketsRecorder, connectors and some other classes to store and propagate this new data.What
InflightOrderBase
to support the new fields:creation_timestamp
is the timestamp when the inflight order object is created.HangingOrder
to include the new fieldsMarketsRecorder
to storecreation_timestamp
on Order records (instead of db_timestamp)BuyOrderCreatedEvent
andSellOrderCreatedEvent
class to includecreation_timestamp
(this is so that MarketsRecorder can get this data)creation_timestamp
when raising the order created eventsfrom_json
so that orders are created correctly once restored from database recordsNotes
filled_amount
available to strategies in case of partially filled orders - is small.DoD
┆Issue is synchronized with this Clickup task by Unito