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Issue tracker for Roq's software solutions.
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[roq-deribit] Revert to exchange OrderID when our OrigClOrdID is missing (rejects) #412

Closed thraneh closed 1 year ago

thraneh commented 1 year ago

The FIX execution report will normally give us our won order id as OrigClOrdID.

However, order modification that are being rejected will not supply this field. Instead we revert to using the exchange's order id OrderID.