Adds handling of FOK orders status getting stuck #684
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| @@ -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": | |||
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I'm not sure how this may effect other orders
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Awesome work! Do you have responses from the Betfair order stream when placing FOK bets (matched/cancelled) by any chance? I assumed the order goes straight from PENDING -> EXECUTION_COMPLETE when implementing FOK simulation, but I would like to verify that against a live market. |
flumine/order/process.py
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| order.responses.placed() | ||
| order.bet_id = current_order.bet_id | ||
| log_control(OrderEvent(order)) | ||
| # pickup FOK orders |
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Why doesn't a FOK order have a bet_id in the place response?
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That is a good point. It is provided by Betfair: #681 (comment)
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This seems to happen when the order comes back in the stream before we get the instruction report and set the bet_id. Just tested and think the fix in betfairexecution.py should be enough.
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That would explain the stochastic nature of this bug. However, I am quite surprised this has not been picked up on earlier because it's not just FOK bets that are affected by the place response arriving later than the order update.
Fixes #681