INNER CODE UNIT · Python

on_order_status_message

keanekwa/Optiver-Ready-Trader-Go · ASModel.py:206

    def on_order_status_message(self, client_order_id: int, fill_volume: int, remaining_volume: int,
                                fees: int) -> None:
        """Called when the status of one of your orders changes.

        The fill_volume is the number of lots already traded, remaining_volume
        is the number of lots yet to be traded and fees is the total fees for
        this order. Remember that you pay fees for being a market taker, but
        you receive fees for being a market maker, so fees can be negative.

        If an order is cancelled its remaining volume will be zero.
        """
        self.logger.info("received order status for order %d with fill volume %d remaining %d and fees %d",
                         client_order_id, fill_volume, remaining_volume, fees)

        if remaining_volume == 0:
            if client_order_id == self.bid_id:
                self.bid_id = 0
            elif client_order_id == self.ask_id:

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