Improve validations for StopLimitOrder #2593
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
nicolad
commented
May 3, 2025
| }; | ||
|
|
||
| #[rstest] | ||
| fn buy_breakout_ok(_audusd_sim: CurrencyPair) { |
There was a problem hiding this comment.
@cjdsellers let me know what do you think about this type of test, should I leave, remove or add more like this?
There was a problem hiding this comment.
the reason I am asking is because I haven't seen smth like this here
There was a problem hiding this comment.
I think its good to have one test which asserts all of the order properties we'd expect.
nicolad
commented
May 3, 2025
Comment on lines
+68
to
+70
| /// # Errors | ||
| /// | ||
| /// Returns an error if the order is invalid. |
There was a problem hiding this comment.
added this because got this error here
cjdsellers
approved these changes
May 3, 2025
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Implemented
new_checkedforStopLimitOrder, bringing it in line withMarketOrder,LimitOrder,LimitIfTouchedOrder, andMarketToLimitOrder.Dropped the side-specific trigger/limit inequality
BUY orders may now use either
trigger ≥ limitortrigger ≤ limit; the mirror applies to SELL.This unblocks “limit-if-touched” and similar strategies that were previously rejected.
Added complete domain-level validations:
display_qty ≤ quantityTimeInForce::Gtd⇒ non-zeroexpire_timerequiredLegacy
newnow wrapsnew_checked, preserving the historical panic-on-error behaviour for external callers.Extended rust-doc explaining the two legal stop-limit styles (break-out vs. mean-reversion).
Added a concise
Displayimplementation for easier debugging/logging.Unit-tests (4) live in the same module and cover the happy path plus each validation branch.
Type of change
Fixes #2529
Note: this PR takes into consideration changes introduced in this commit c44604c