Skip to content

the order has no symbol #18

Description

@lfjbb

For a limit order

quote = {
'type' : 'limit',
'side' : 'bid',
'quantity' : 6,
'price' : 108.2,
'trade_id' : 001
}

it maybe :
quote = {
'type' : 'limit',
‘symbol': 'GOOG'
'side' : 'bid',
'quantity' : 6,
'price' : 108.2,
'trade_id' : 001
}

if want to cancel a order by order_id, we need to know the symbol then find the orderbook which is not efficient, we may need a OrderBooks class. which has a global order_map, and many orderbook

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions