Skip to content

Trade Updates #6

Open
Open
@mainstringargs

Description

@mainstringargs

Question on this part of the algorithm:

        if event == 'fill':
            if data.order['side'] == 'buy':
                position.update_total_shares(
                    int(data.order['filled_qty'])
                )
            else:
                position.update_total_shares(
                    -1 * int(data.order['filled_qty'])
                )
            position.remove_pending_order(
                data.order['id'], data.order['side']
            )

I'm wondering if it should really be:

        if event == 'fill':
            if data.order['side'] == 'buy':
                position.update_filled_amount(
                   data.order['id'], int(data.order['filled_qty']),
                   data.order['side']
                )
            else:
                position.update_filled_amount(
                   data.order['id'], int(data.order['filled_qty']),
                   data.order['side']
                )
            position.remove_pending_order(
                data.order['id'], data.order['side']
            )

Because, I believe, a PARTIALLY_FILLED order can then become FILL order once it is fully filled. Any thoughts or do I have that incorrect?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions