Superalgos - Simulating Check of Events

Simulating Check of Events

Summary: Instead of checking what happened with the order at the exchange, the bot launches the synchronization simulation and updates the trading engine with the results of the calculations.

The process is the same for all orders and involves a simulated synchronization with the exchange (see ), which performs all the checks and calculations, and updates the associated nodes in the trading engine hierarchy.

Once the simulated synchronization is done, the bot checks if the order was completely filled during the simulation...

 tradingEngineOrder.orderStatistics.percentageFilled.value === 100

... and updates the corresponding trading engine nodes accordingly:

 tradingEngineOrder.status.value = 'Closed'
tradingEngineOrder.exitType.value = 'Filled'

Order Management — TOC

You just read page 9 in the topic.

1. Overview of the Management Issue

2. Reviewing Defined Orders

3. Opening Orders

4. Maintaining Live Orders

5. Checking Exchange Events

6. Syncing With the Exchange

7. Canceling Orders

8. Maintaining Simulated Orders

9. Simulating Check of Events

10. Simulating Sync With the Exchange

11. Simulating Order Cancellations

12. Accounting

Superalgos is an open-source project run and governed by a decentralized community of contributors. There is no legal entity behind the project. Our body of work lives on the Internet.