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Volume notified not accurate

Open jovinjijo opened this issue 3 years ago • 0 comments

https://github.com/jovinjijo/se/blob/2c6b4de80d834f5f5d7f3a9e91b96964fdbed698/packages/core/src/Order/StockOrderStore.ts#L133

Issue -> For same LTP if multiple orders are settled, notifyLtpUpdate and addTick will be done only for the time when LTP changed. Problem with that is, quantity/volume which is notified in notifyLtpUpdate and addTick would be inaccurate and would be only for the order when LTP changed. notifyLtpUpdate and addTick won't be called for subsequent orders, where LTP remains the same.

jovinjijo avatar Nov 08 '20 11:11 jovinjijo