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Suspicious STOP LOSS logic, comparison seems inverted #23

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enewhuis opened this issue May 22, 2019 · 4 comments
Open

Suspicious STOP LOSS logic, comparison seems inverted #23

enewhuis opened this issue May 22, 2019 · 4 comments

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@enewhuis
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https://github.com/objectcomputing/liquibook/blob/110695cf0a234888555323c94d8b65edb45fe8cf/src/book/order_book.h#L578

This seems to contradict line 553 since if the stop price (here->first) is a better deal than the market price (until) then it definitely is time to panic.

@enewhuis
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I can submit a pull request with experimental but complete support for STOP orders if there is any interest and if preparing it doesn't take too much time. I may need to rework and generalize some earlier unrelated enhancements and/or distill another branch for it to be more universally acceptable.

@tottens
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tottens commented May 22, 2019 via email

@enewhuis
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enewhuis commented May 22, 2019

Sure I can probably do that. It looks like there are already some minor enhancement people would like to see merged to master.

I hereby volunteer.

@tottens
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tottens commented May 31, 2019 via email

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