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Dark order and alert clearing tests #466

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goodboy opened this issue Feb 21, 2023 · 0 comments
Open
3 tasks

Dark order and alert clearing tests #466

goodboy opened this issue Feb 21, 2023 · 0 comments
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accounting prolly positioning: the accounting of "what/when (is) owned" clearing auction and mm tech: EMS, OMS, algo-trading ledger trade, accounts and other user focal event history tracking, management and storage testing

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@goodboy
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goodboy commented Feb 21, 2023

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 goodboy added testing clearing auction and mm tech: EMS, OMS, algo-trading ledger trade, accounts and other user focal event history tracking, management and storage accounting prolly positioning: the accounting of "what/when (is) owned" labels Feb 21, 2023
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Labels
accounting prolly positioning: the accounting of "what/when (is) owned" clearing auction and mm tech: EMS, OMS, algo-trading ledger trade, accounts and other user focal event history tracking, management and storage testing
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