INNER CODE UNIT · Python
sell_pos
keanekwa/Optiver-Ready-Trader-Go · ASModel.py:199
sell_pos = self.hedge_position - hedged_pos_needed
order_id = next(self.order_ids)
self.hedge_position -= sell_pos
self.send_hedge_order(order_id, Side.ASK, MIN_BID_NEAREST_TICK, sell_pos)
self.hedge_asks.add(order_id)
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.
"""