INNER CODE UNIT · Python
on_error_message
keanekwa/Optiver-Ready-Trader-Go · arbitrage.py:27
def on_error_message(self, client_order_id: int, error_message: bytes) -> None:
"""Called when the exchange detects an error.
If the error pertains to a particular order, then the client_order_id
will identify that order, otherwise the client_order_id will be zero.
"""
self.logger.warning("error with order %d: %s", client_order_id, error_message.decode())
if client_order_id != 0 and (client_order_id in self.bids or client_order_id in self.asks):
self.on_order_status_message(client_order_id, 0, 0, 0)
def on_hedge_filled_message(self, client_order_id: int, price: int, volume: int) -> None:
"""Called when one of your hedge orders is filled.
The price is the average price at which the order was (partially) filled,
which may be better than the order's limit price. The volume is
the number of lots filled at that price.
"""
self.logger.info("received hedge filled for order %d with average price %d and volume %d", client_order_id,