Handle order updates in backtesting

[ruslangm]

For a backtest, is there a way to subscribe to order update events from the exchange, similar to the user data stream in Binance? From code it seems there is no way. Or is it sufficient to just call exchange.get_order_info on each bar event, since orders can only be filled after processing a new bar?

[cmzxo]

I think you can try to create a EventSource for order updates in backtesting_exchange.Exchange.

[gbeced]

Right now there is no way to get order updates using Binance or the backtesting exchange. Calling get_order_info will work, but let me see if I can add support for both features in the next version.

[gbeced]

The latest version, 1.7, includes both features.