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size_remaining lingers for failed order placement #739

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mzaja opened this issue Feb 15, 2024 · 0 comments
Open

size_remaining lingers for failed order placement #739

mzaja opened this issue Feb 15, 2024 · 0 comments

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@mzaja
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mzaja commented Feb 15, 2024

In some specific order placement situations, such as when minFillSize > requested size for fill or kill orders, orders fail during placement without being assigned a bet id. The order effectively vanishes in thin air and cannot be retrieved by polling either current or cleared orders endpoint. Furthermore, no update is sent back to the client through the order stream. This causes a bug inside Flumine's blotter where size_remaining remains equal to the requested size while the order state is set to EXECUTION_COMPLETE, which is a paradox.

For orders which fail without being assigned a bet id (I am assuming here that assigning a bet id to an order triggers an order stream update), size_remaining should be set to zero manually. Optionally, some other metric (size_cancelled, size_lapsed or size_voided) could be set to the requested order size so that the size does not just vanish. size_cancelled would probably be most appropriate since lapse occurs on a material market change while voiding happens when a selection is withdrawn or a market declared no contest.

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