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Contingent orders handling for order matching engine #2404

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Merged
merged 3 commits into from
Mar 4, 2025
Merged

Contingent orders handling for order matching engine #2404

merged 3 commits into from
Mar 4, 2025

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filipmacek
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Pull Request

  • removed obsolete processing of QueryOrder command from matching engine (it's not present in Cython implementation and doesn't need to be here as its used mainly for inflight live orders)
  • add missing indexing of Venue and PositionId indexing in cache function add_position_id
  • full contingent order handling, in both updating and processing orders functions
  • tested in test_updating_of_contingent_orders

@filipmacek filipmacek added the rust Relating to the Rust core label Mar 4, 2025
@filipmacek filipmacek requested a review from cjdsellers March 4, 2025 15:29
@filipmacek filipmacek self-assigned this Mar 4, 2025
@cjdsellers cjdsellers merged commit 952e0bf into develop Mar 4, 2025
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@cjdsellers cjdsellers deleted the order-matching-engine-contingent-orders branch March 4, 2025 20:42
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@cjdsellers cjdsellers cjdsellers approved these changes

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