Merge 02bdca3 into 4f08f38

flumine/baseflumine.py

@@ -154,12 +154,15 @@ def _process_market_books(self, event: events.MarketBookEvent) -> None:
 
     def _process_market_orders(self) -> None:
         for market in self.markets:
-            if market.market_book:
-                bet_delay = market.market_book.bet_delay
-            else:
-                bet_delay = None
-            for order_package in market.blotter.process_orders(self.client, bet_delay):
-                self.handler_queue.put(order_package)
+            if market.blotter.pending_orders:
+                if market.market_book:
+                    bet_delay = market.market_book.bet_delay
+                else:
+                    bet_delay = None
+                for order_package in market.blotter.process_orders(
+                    self.client, bet_delay
+                ):
+                    self.handler_queue.put(order_package)
 
     def _process_order_package(self, order_package) -> None:
         """Validate trading controls and

flumine/markets/blotter.py

@@ -1,5 +1,5 @@
 import logging
-from typing import Iterable, Tuple
+from typing import Iterable
 
 from ..order.ordertype import OrderTypes
 from ..utils import chunks, calculate_unmatched_exposure, calculate_matched_exposure
@@ -73,6 +73,19 @@ def _create_packages(
         orders.clear()
         return packages
 
+    @property
+    def pending_orders(self) -> bool:
+        if self.pending_place:
+            return True
+        elif self.pending_cancel:
+            return True
+        elif self.pending_update:
+            return True
+        elif self.pending_replace:
+            return True
+        else:
+            return False
+
     @property
     def live_orders(self):
         return iter(self._live_orders)

tests/test_baseflumine.py

@@ -99,12 +99,16 @@ def test__process_market_books(self):
 
     def test__process_market_orders(self):
         mock_market = mock.Mock()
+        mock_market.blotter.pending_orders = True
         mock_market.blotter.process_orders.return_value = [1, 2, 3]
-        self.base_flumine.markets = [mock_market]
+        mock_market_two = mock.Mock()
+        mock_market_two.blotter.pending_orders = False
+        self.base_flumine.markets = [mock_market, mock_market_two]
         self.base_flumine._process_market_orders()
         mock_market.blotter.process_orders.assert_called_with(
             self.mock_client, mock_market.market_book.bet_delay
         )
+        mock_market_two.blotter.process_orders.assert_not_called()
 
     def test__process_order_package(self):
         mock_trading_control = mock.Mock()

tests/test_blotter.py

@@ -71,6 +71,11 @@ def test___create_packages(self, mock_cls):
         )
         self.assertEqual(mock_orders, [])
 
+    def test_pending_orders(self):
+        self.assertFalse(self.blotter.pending_orders)
+        self.blotter.pending_update = [1]
+        self.assertTrue(self.blotter.pending_orders)
+
     def test_live_orders(self):
         self.assertEqual(list(self.blotter.live_orders), [])
         mock_order = mock.Mock(complete=False)