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Dark order and alert clearing tests

Open goodboy opened this issue 3 years ago • 0 comments

In follow up to #462 and in relation to #463 we need to add a similar test set as is landing in #462 but for both dark (triggered) orders and alerts.

The main difference will be that we need to have the test harness also load a data feed to as to submit the darks orders close to the current L1 spread to ensure we trigger and clear.


Testing ToDo:

  • [ ] ensure we can clear all of dark buy/sells and alerts by submitting at a trigger price super close to the last quote
  • [ ] ensure all msging from the trade_stream: tractor.MsgStream matches expected flow and eventual positioning state
  • [ ] possibly try to simulate a *bracket order` by entering a pp, allowing the price to move, tossing in a stop dark order, waiting for the pos to either clearat a loss, win, or break even exit?

goodboy avatar Feb 21 '23 18:02 goodboy