fix issue #6 - correct handling of order state with gRPC

robaho · Jan 24, 2020 · 7469583 · 7469583
1 parent 35e4dba
commit 7469583
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Showing 3 changed files with 33 additions and 1 deletion.
diff --git a/cmd/client/main.go b/cmd/client/main.go
@@ -94,11 +94,12 @@ func (MyCallback) OnOrderStatus(order *Order) {
 		activeOrderLock.Lock()
 		defer activeOrderLock.Unlock()
 		activeOrders[order.Id] = order
+		vlogf("log", "order %d is %s (active)\n", order.Id, order.OrderState)
 	} else {
 		activeOrderLock.Lock()
 		defer activeOrderLock.Unlock()
 		delete(activeOrders, order.Id)
-		vlogf("log", "order %d is %s\n", order.Id, order.OrderState)
+		vlogf("log", "order %d is %s (inactive)\n", order.Id, order.OrderState)
 	}
 	gui.Update(func(g *gocui.Gui) error {
 		v, err := g.View("orders")

diff --git a/internal/exchange/grpc.go b/internal/exchange/grpc.go
@@ -26,6 +26,19 @@ func (c *grpcClient) SendOrderStatus(so sessionOrder) {
 	rpt.Symbol = so.order.Symbol()
 	rpt.ExOrdId = so.order.ExchangeId
 	rpt.ReportType = protocol.ExecutionReport_Status
+	switch so.order.OrderState {
+	case New, Booked:
+		rpt.OrderState = protocol.ExecutionReport_Booked
+	case PartialFill:
+		rpt.OrderState = protocol.ExecutionReport_Partial
+	case Filled:
+		rpt.OrderState = protocol.ExecutionReport_Filled
+	case Cancelled:
+		rpt.OrderState = protocol.ExecutionReport_Cancelled
+	case Rejected:
+		rpt.OrderState = protocol.ExecutionReport_Rejected
+	}
+	rpt.RejectReason = so.order.RejectReason
 	rpt.ClOrdId = int32(so.order.Id)
 	rpt.Quantity = ToFloat(so.order.Quantity)
 	rpt.Price = ToFloat(so.order.Price)
@@ -69,6 +82,23 @@ func (c *grpcClient) sendTradeExecutionReport(so sessionOrder, price Fixed, quan
 	} else {
 		rpt.Side = protocol.CreateOrderRequest_Sell
 	}
+	switch so.order.OrderState {
+	case New, Booked:
+		rpt.OrderState = protocol.ExecutionReport_Booked
+	case PartialFill:
+		rpt.OrderState = protocol.ExecutionReport_Partial
+	case Filled:
+		rpt.OrderState = protocol.ExecutionReport_Filled
+	case Cancelled:
+		rpt.OrderState = protocol.ExecutionReport_Cancelled
+	case Rejected:
+		rpt.OrderState = protocol.ExecutionReport_Rejected
+	}
+
+	if !remaining.Equal(ZERO) {
+		rpt.OrderState = protocol.ExecutionReport_Partial
+	}
+
 	rpt.Remaining = ToFloat(remaining)
 	reply := &protocol.OutMessage_Execrpt{Execrpt: rpt}
 	so.client.(*grpcClient).conn.Send(&protocol.OutMessage{Reply: reply})

diff --git a/pkg/connector/grpc/connector.go b/pkg/connector/grpc/connector.go
@@ -276,6 +276,7 @@ func (c *grpcConnector) GetOrder(id OrderID) *Order {
 	}
 	return _order.(*Order)
 }
+
 func (c *grpcConnector) handleExecutionReport(rpt *protocol.ExecutionReport) {
 	exchangeId := rpt.ExOrdId
 	var id OrderID