Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Implement precision checks in OrderMatchingEngine in Rust #1826

Merged
merged 1 commit into from
Aug 4, 2024

Conversation

filipmacek
Copy link
Member

Pull Request

  • precision checks for quantity, price, and trigger price in process_order function with correct events generated
  • OrderMatchingEngine test reorganization - wanted to keep tests cleaner and shorted, so fixtures and utils getter function are separated

@filipmacek filipmacek added the rust Relating to the Rust core label Aug 4, 2024
@filipmacek filipmacek self-assigned this Aug 4, 2024
@filipmacek filipmacek force-pushed the order-matching-engine-precision-checks branch from 3ef08f5 to 0e7be03 Compare August 4, 2024 10:40
@cjdsellers cjdsellers merged commit 0ada7e3 into develop Aug 4, 2024
9 checks passed
@cjdsellers cjdsellers deleted the order-matching-engine-precision-checks branch August 4, 2024 11:18
anegrean pushed a commit to anegrean/nautilus_trader that referenced this pull request Aug 8, 2024
@filipmacek filipmacek linked an issue Aug 12, 2024 that may be closed by this pull request
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
rust Relating to the Rust core
Projects
None yet
Development

Successfully merging this pull request may close these issues.

Implement OrderMatchingEngine in Rust
2 participants