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Handling of market orders is gross #3

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SamStudio8 opened this issue Nov 6, 2021 · 0 comments
Open

Handling of market orders is gross #3

SamStudio8 opened this issue Nov 6, 2021 · 0 comments
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@SamStudio8
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SamStudio8 commented Nov 6, 2021

  • Many functions need a reference_price keyword argument which is a bad smell
  • The get_book_for_symbol orderbook repo functions have to hack an inf/-inf price into None price orders to allow sorting
  • highest_bid and lowest_ask are also a hack
  • Market price asset freezes will eventually cause incorrect balances in user accounts (that whole system needs changing anyway)
    • Post-trade update_user uses the orders and not the trade, meaning its harder to update the balances for market orders
@SamStudio8 SamStudio8 added the debt label Nov 6, 2021
@SamStudio8 SamStudio8 self-assigned this Nov 6, 2021
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