(self, client: Client, message)
| 959 | return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True) |
| 960 | |
| 961 | def handle_orders(self, client: Client, message): |
| 962 | # |
| 963 | # { |
| 964 | # "table": "order", |
| 965 | # "action": "partial", |
| 966 | # "keys": ["orderID"], |
| 967 | # "types": { |
| 968 | # "orderID": "guid", |
| 969 | # "clOrdID": "string", |
| 970 | # "clOrdLinkID": "symbol", |
| 971 | # "account": "long", |
| 972 | # "symbol": "symbol", |
| 973 | # "side": "symbol", |
| 974 | # "simpleOrderQty": "float", |
| 975 | # "orderQty": "long", |
| 976 | # "price": "float", |
| 977 | # "displayQty": "long", |
| 978 | # "stopPx": "float", |
| 979 | # "pegOffsetValue": "float", |
| 980 | # "pegPriceType": "symbol", |
| 981 | # "currency": "symbol", |
| 982 | # "settlCurrency": "symbol", |
| 983 | # "ordType": "symbol", |
| 984 | # "timeInForce": "symbol", |
| 985 | # "execInst": "symbol", |
| 986 | # "contingencyType": "symbol", |
| 987 | # "exDestination": "symbol", |
| 988 | # "ordStatus": "symbol", |
| 989 | # "triggered": "symbol", |
| 990 | # "workingIndicator": "boolean", |
| 991 | # "ordRejReason": "symbol", |
| 992 | # "simpleLeavesQty": "float", |
| 993 | # "leavesQty": "long", |
| 994 | # "simpleCumQty": "float", |
| 995 | # "cumQty": "long", |
| 996 | # "avgPx": "float", |
| 997 | # "multiLegReportingType": "symbol", |
| 998 | # "text": "string", |
| 999 | # "transactTime": "timestamp", |
| 1000 | # "timestamp": "timestamp" |
| 1001 | # }, |
| 1002 | # "foreignKeys": {symbol: 'instrument', side: "side", ordStatus: "ordStatus"}, |
| 1003 | # "attributes": { |
| 1004 | # "orderID": "grouped", |
| 1005 | # "account": "grouped", |
| 1006 | # "ordStatus": "grouped", |
| 1007 | # "workingIndicator": "grouped" |
| 1008 | # }, |
| 1009 | # "filter": {account: 1455728}, |
| 1010 | # "data": [ |
| 1011 | # { |
| 1012 | # "orderID": "56222c7a-9956-413a-82cf-99f4812c214b", |
| 1013 | # "clOrdID": '', |
| 1014 | # "clOrdLinkID": '', |
| 1015 | # "account": 1455728, |
| 1016 | # "symbol": "XBTUSD", |
| 1017 | # "side": "Sell", |
| 1018 | # "simpleOrderQty": null, |
nothing calls this directly
no test coverage detected