Merge pull request #684 from lunswor/fill-or-kill-orders-stuck-execut…

…able Adds handling of FOK orders status getting stuck
betcode-org · Oct 5, 2023 · 83e3375 · 83e3375
2 parents 02a397c + f52d21a
commit 83e3375
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diff --git a/flumine/execution/betfairexecution.py b/flumine/execution/betfairexecution.py
@@ -29,6 +29,9 @@ def execute_place(
                     if instruction_report.status == "SUCCESS":
                         if instruction_report.order_status == "PENDING":
                             pass  # async request pending processing
+                        elif instruction_report.order_status == "EXPIRED":
+                            # avoids setting FOK orders to executable after process.py set them as complete
+                            order.execution_complete()
                         else:
                             order.executable()  # let process.py pick it up
                     elif instruction_report.status == "FAILURE":

diff --git a/tests/test_execution.py b/tests/test_execution.py
@@ -300,6 +300,37 @@ def test_execute_place_success_pending(
         mock_order.trade.__exit__.assert_called_with(None, None, None)
         mock_order_package.client.add_transaction.assert_called_with(1)
 
+    @mock.patch("flumine.execution.betfairexecution.BetfairExecution._order_logger")
+    @mock.patch("flumine.execution.betfairexecution.BetfairExecution.place")
+    @mock.patch("flumine.execution.betfairexecution.BetfairExecution._execution_helper")
+    def test_execute_place_success_expired(
+        self, mock__execution_helper, mock_place, mock__order_logger
+    ):
+        mock_session = mock.Mock()
+        mock_order = mock.Mock()
+        mock_order.trade.__enter__ = mock.Mock()
+        mock_order.trade.__exit__ = mock.Mock()
+        mock_order_package = mock.MagicMock()
+        mock_order_package.__len__.return_value = 1
+        mock_order_package.__iter__ = mock.Mock(return_value=iter([mock_order]))
+        mock_order_package.info = {}
+        mock_report = mock.Mock()
+        mock_instruction_report = mock.Mock(status="SUCCESS", order_status="EXPIRED")
+        mock_report.place_instruction_reports = [mock_instruction_report]
+        mock__execution_helper.return_value = mock_report
+        self.execution.execute_place(mock_order_package, mock_session)
+        mock__execution_helper.assert_called_with(
+            mock_place, mock_order_package, mock_session
+        )
+        mock__order_logger.assert_called_with(
+            mock_order, mock_instruction_report, OrderPackageType.PLACE
+        )
+        mock_order.executable.assert_not_called()
+        mock_order.execution_complete.assert_called_with()
+        mock_order.trade.__enter__.assert_called_with()
+        mock_order.trade.__exit__.assert_called_with(None, None, None)
+        mock_order_package.client.add_transaction.assert_called_with(1)
+
     @mock.patch("flumine.execution.betfairexecution.BetfairExecution._order_logger")
     @mock.patch("flumine.execution.betfairexecution.BetfairExecution.place")
     @mock.patch("flumine.execution.betfairexecution.BetfairExecution._execution_helper")