fix(orderbook): add back fully matched orders #1830
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ghost
previously approved these changes
Aug 24, 2020
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Hmm I have to see why the one simulation test is failing, I'll try to figure it out shortly. |
This fixes the functionality of non-strict mode to add peer orders back to the order book after they were matched but failed to swap. Previously we would only add back orders that were partially matched, by removing the remaining order from the order book, adding the partially matched quantity back to it, and then adding it back to the order book. This also adds back orders that were fully matched and removed from the order book during matching after they fail to swap. Closes #1816.
sangaman
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ghost
approved these changes
Aug 24, 2020
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It was an issue with trying to add back an order for a peer that we had disconnected from during matching, I made sure we simply discard the order without an error in such a case. |
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This fixes the functionality of non-strict mode to add peer orders back to the order book after they were matched but failed to swap. Previously we would only add back orders that were partially matched, by removing the remaining order from the order book, adding the partially matched quantity back to it, and then adding it back to the order book.
This also adds back orders that were fully matched and removed from the order book during matching after they fail to swap.
Closes #1816.