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[roq-server] ModifyOrder can't increase the quantity #369

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thraneh opened this issue Jun 14, 2023 · 1 comment
Open

[roq-server] ModifyOrder can't increase the quantity #369

thraneh opened this issue Jun 14, 2023 · 1 comment
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@thraneh
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thraneh commented Jun 14, 2023

This failure is caused by a safety check required to deal with order updates arriving out of sequence: remaining quantity was not allowed to increase.

This used to be an issue with FTX's protocol: no guarantees were given to the ordering.
@thraneh thraneh added bug Something isn't working medium priority labels Jun 14, 2023
@thraneh thraneh added this to the 0.9.6 milestone Jun 14, 2023
@thraneh thraneh modified the milestones: 0.9.6, Roadmap Jul 20, 2023
@thraneh
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thraneh commented Dec 12, 2023

Have now added check before the ModifyOrder is sent to exchange.

Increasing order (total) quantity will result in Error::INVALID_QUANTITY.

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