malkhut: REQUOTE as proper CANCEL_REPLACE primitive + action_menu metadata
REQUOTE is now distinct from QUOTE:
QUOTE: PLACE new order (no existing to cancel)
REQUOTE: CANCEL_REPLACE existing + place new (immediate)
CHASE: PLACE with short TTL (auto-cancel retry)
CANCEL: Remove existing order
action_menu generates REQUOTE with metadata={'requote': True} for existing orders.
DSL REQUOTE produces CANCEL_REPLACE when existing order, falls back to PLACE.
All 800+ tests pass.
This commit is contained in:
@@ -98,6 +98,7 @@ def build_our_actions(
|
||||
price_ticks_from_best=offset, qty_fraction=0.25,
|
||||
ttl_ms=params.passive_ttl_ms, cancel_order_id=oo.client_order_id,
|
||||
post_only=intent.prefer_maker, reduce_only=intent.reduce_only,
|
||||
metadata={"requote": True, "requote_offset": offset},
|
||||
))
|
||||
|
||||
# Passive quote placements
|
||||
|
||||
Reference in New Issue
Block a user