Suspicious STOP LOSS logic, comparison seems inverted

Question

Suspicious STOP LOSS logic, comparison seems inverted

enewhuis opened this issue 5 years ago · comments

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.

Eric · Answer 1 · Thu May 23 2019 01:56:11 GMT+0800 (China Standard Time)

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.

Steve Totten · Answer 2 · Thu May 23 2019 02:23:01 GMT+0800 (China Standard Time)

Hi Eric,

On Wed, May 22, 2019 at 12:56 PM Eric ***@***.***> wrote: 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.

Yes, please do submit a PR with your suggested changes. Note that OCI, who developed Liquibook and contributed it to open source, is not actively maintaining it anymore. However, it has a broad community of users. It would be great if an individual or an organization in the community would volunteer to take over that stewardship. Please let the community know (via this mailing list) if you're interested. Cheers! *Steve Totten* Principal Software Engineer and Partner Disruptive solutions for a connected world.™ objectcomputing.com

Eric · Answer 3 · Thu May 23 2019 02:47:53 GMT+0800 (China Standard Time)

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.

Steve Totten · Answer 4 · Fri May 31 2019 15:47:34 GMT+0800 (China Standard Time)

Eric, We're about to transfer ownership of the liquibook repository to you. You should receive an email from GitHub asking you to accept the transfer. If you have any questions about this, you can reach me at tottens@objectcomputing.com. Thank you! *Steve Totten* Principal Software Engineer and Partner Disruptive solutions for a connected world.™ tel (314) 579-0066 | mobile (618) 531-6087 objectcomputing.com

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On Wed, May 22, 2019 at 1:48 PM Eric ***@***.***> wrote: Sure I can probably do that. It looks like there are already some minor enhancement people would like to see merged to master. — You are receiving this because you commented. Reply to this email directly, view it on GitHub <#23>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ABN3VL4ZANHHOAYB67XRYE3PWWIN7ANCNFSM4HOQDI7Q> .