INNER CODE UNIT · Java

handleMarketMakerOrders

qtds35k/HighFrequencyTradingBot · src/trading/Main.java:158

	private static boolean handleMarketMakerOrders(Map<String, OrderCycle> marketMakerOrderMap, HttpHelper hh, Manager bigBoss) throws IOException, InterruptedException {
		boolean adjustCounter = false;
		for (Map.Entry<String, OrderCycle> entry : marketMakerOrderMap.entrySet()) {
			OrderCycle order = entry.getValue();
			order.updateOrderStatus();  // SELLs may happen here
			
			String symbol = order.getSymbol();
			Integer qty = order.getQty();
			Double priceToBuy = order.getPriceToBuy();
			Double currenBid = bigBoss.getBidBySymbol(symbol);
			
			if (order.getState() == 1) {
				if (!priceToBuy.equals(currenBid)) {
					if (hh.cancelOrder(order.getOrderIdCancel(), order.getOrderIdBuy())) {
						// 1. the order is still unbought
						// 2. priceToBuy does not match current bid price
						// 3. it's indeed cancelled after the cancel command
						// if all the above are satisfied, terminate the order cycle

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