Skip to main content

open_orders_delta

Function open_orders_delta 

Source
pub fn open_orders_delta(
    delta: &KrakenFuturesOpenOrdersDelta,
    state: &WsDispatchState,
    emitter: &ExecutionEventEmitter,
    instruments: &Arc<AtomicMap<InstrumentId, InstrumentAny>>,
    truncated_id_map: &Arc<AtomicMap<String, ClientOrderId>>,
    order_instrument_map: &Arc<AtomicMap<String, InstrumentId>>,
    venue_client_map: &Arc<AtomicMap<String, ClientOrderId>>,
    venue_order_qty: &Arc<AtomicMap<String, Quantity>>,
    account_id: AccountId,
    ts_init: UnixNanos,
)
Expand description

Dispatches a Kraken Futures OpenOrdersDelta message.

Fill-driven cancel deltas (is_cancel=true with reason full_fill / partial_fill) are skipped — the corresponding FillsDelta carries the real fill, so emitting a synthetic Canceled here would race with the genuine OrderFilled.