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feat: Forward order quote to driver when solving #2081

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sunce86 opened this issue Nov 24, 2023 · 1 comment
Closed
1 task

feat: Forward order quote to driver when solving #2081

sunce86 opened this issue Nov 24, 2023 · 1 comment

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@sunce86
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sunce86 commented Nov 24, 2023 •
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Problem

Each limit order passed to the driver for solving, should have attached quote to it. It should be passed as part of the Auction.
This is needed for limit orders with in-market price.

Suggested solution

Attach quote field to the driver::Auction::Order struct.

Acceptance criteria

  • Driver receives auction with limit orders containing a quote.
@sunce86 sunce86 mentioned this issue Nov 24, 2023
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@sunce86
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sunce86 commented Jan 12, 2024

Closing in favor #2266

@sunce86 sunce86 closed this as completed Jan 12, 2024
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