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the order has no symbol #18

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lfjbb opened this issue Jun 16, 2021 · 0 comments
Open

the order has no symbol #18

lfjbb opened this issue Jun 16, 2021 · 0 comments

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@lfjbb
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lfjbb commented Jun 16, 2021

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

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