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Remove old simulated order price on update

basic_orders
Tyler Goodlet 2021-03-07 22:17:19 -05:00
parent fff9efe4aa
commit 7e214180a6
1 changed files with 7 additions and 3 deletions
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10
piker/exchange/_paper_engine.py
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@ -70,15 +70,15 @@ class PaperBoi:
if brid is None: if brid is None:
reqid = str(uuid.uuid4()) reqid = str(uuid.uuid4())
# register order internally
self._reqids[reqid] = (oid, symbol, action, price)
else: else:
# order is already existing, this is a modify # order is already existing, this is a modify
(oid, symbol, action, old_price) = self._reqids[brid] (oid, symbol, action, old_price) = self._reqids[brid]
assert old_price != price assert old_price != price
reqid = brid reqid = brid
# register order internally
self._reqids[reqid] = (oid, symbol, action, price)
if action == 'alert': if action == 'alert':
# bypass all fill simulation # bypass all fill simulation
return reqid return reqid
@ -129,6 +129,10 @@ class PaperBoi:
# and trigger by the simulated clearing task normally # and trigger by the simulated clearing task normally
# running ``simulate_fills()``. # running ``simulate_fills()``.
if brid is not None:
# remove any existing order for the old price
orders[symbol].pop((oid, old_price))
# buys/sells: (symbol -> (price -> order)) # buys/sells: (symbol -> (price -> order))
orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action) orders.setdefault(symbol, {})[(oid, price)] = (size, reqid, action)