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order update info occasionally incorrect after a successful cancel_order(order, reduction_size) #509

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andrewl36 opened this issue Oct 11, 2021 · 2 comments

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@andrewl36
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There seems to be an intermittent problem with the order executable update info after a successful partial cancel_order(order, reduction_size). Instead of the expected size_remaining and size_cancelled, the size_remaining is unchanged and size_cancelled is 0.

Recreate:

(Submit a Back bet price=1000.0, size=10.0)
(Once executable:)
reduce_size = 9.5
market.cancel_order(order, reduce_size)

subsequent order update shows executeable with size_remaining still 10.0 and size_cancelled is 0.

@liampauling
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I am unable to replicate this, does it eventually fix itself after a few updates?

@andrewl36
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No it didn't seem to resolve.

Things to note, I only saw this problem intermittently, I would guess 1 in 4 times, and it only happened live betting, I did not see this issue with backtesting.

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