Closed lh14576 closed 10 months ago
You are right, I was actually using that extended class myself and just cleaned it up a little for this pr. I was working with a different price feed and wanted to have recent hplx prices before sending the market order. I guess we could make passing a mid_price optional? So it only fetches mid_price if not already submitted by the user? I could also ditch it completely whatever you prefer :)
Created a derived class "ExchangePlus" that has market_open and market_close functionality. Also added a simple example of how to create market orders using that class. If you prefer a different implementation I am open to suggestions.