In follow up to #462 and in relation to #463 we need to add a similar test set as is landing in #462 but for both dark (triggered) orders and alerts.
The main difference will be that we need to have the test harness also load a data feed to as to submit the darks orders close to the current L1 spread to ensure we trigger and clear.
Testing ToDo:
[ ] ensure we can clear all of dark buy/sells and alerts by submitting at a trigger price super close to the last quote
[ ] ensure all msging from the trade_stream: tractor.MsgStream matches expected flow and eventual positioning state
[ ] possibly try to simulate a *bracket order` by entering a pp, allowing the price to move, tossing in a stop dark order, waiting for the pos to either clearat a loss, win, or break even exit?
In follow up to #462 and in relation to #463 we need to add a similar test set as is landing in #462 but for both dark (triggered) orders and alerts.
The main difference will be that we need to have the test harness also load a data feed to as to submit the darks orders close to the current L1 spread to ensure we trigger and clear.
Testing ToDo:
trade_stream: tractor.MsgStreammatches expected flow and eventual positioning state