feat(FutureExchange/order store): delete canceled / executed orders to avoid O(N) and O(N^2) loops

Open yakir4123 opened this issue 1 year ago • 1 comments

On cases of strategeis that move orders every candle. (such as move the entries / tp / sl ) than positions get with 100s of orders and even 1000s.

every candle there are several loops on these lists and it make the simulation too much time!

May 24 '24 05:05 yakir4123

I merged master into it, can you please confirm everything is ok? The tests are passing.

Jun 27 '24 09:06 saleh-mir