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Clean up Matcher #6

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3 of 6 tasks
SamStudio8 opened this issue Nov 7, 2021 · 0 comments
Open
3 of 6 tasks

Clean up Matcher #6

SamStudio8 opened this issue Nov 7, 2021 · 0 comments
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@SamStudio8
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SamStudio8 commented Nov 7, 2021

  • Splits (096d491)
  • Orderbook and Matcher should not duplicate work
  • Matcher emits Trade with explicit changes (closed orders, split orders)
  • Bring some sanity to the price calculation (4d8107c)
  • Push business back to domain logic (f87b894)
  • Potentially can test get_execution_price instead of entire match_orderbook stack for T7 suite
@SamStudio8 SamStudio8 added the epic label Nov 7, 2021
@SamStudio8 SamStudio8 self-assigned this Nov 7, 2021
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