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OrderAccepted generation after MarketOrder submission #2656

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Egisess opened this issue May 21, 2025 · 1 comment
Open

OrderAccepted generation after MarketOrder submission #2656

Egisess opened this issue May 21, 2025 · 1 comment
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enhancement New feature or request

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@Egisess
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Egisess commented May 21, 2025

Feature Request

Add a on option to Venue Config so the event OrderAccepted can be generated after the MarketOrder submitted to the Venue

Problem Statement

The problem discussed in: #2650

On some Venues OrderAccepted event (or similar events) is generated after MarketOrder is being submitted

Proposed Solution

I think the most flexible solution here is to add the:

  1. another venue config option to configure this behavior
    AND/OR
  2. to make preconfigured popular venues in Test Kit for Backtesting purposes

Example Usage

BINANCE = Venue("BINANCE")

engine.add_venue(
    venue=BINANCE,
    ...
    accepted_events_enforce = True # This is an example of this option used
    ...
)

Additional Context

See the discussion: #2650

@Egisess Egisess added the enhancement New feature or request label May 21, 2025
@cjdsellers
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cjdsellers commented May 21, 2025

Hi @Egisess

Thanks for your thoughts and for raising the issue.

I agree with this and should be able to add the config after the next release.

The concept of "venue templates" (supported configs to align behavior with specific venues as closely as possible) has been proposed and also needs an issue raising at some point.

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