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Which means that 0.04 of initial order was just filled and the status of Order was changed to PARTIALLY_FILLED - it will be really convenient if we also knew how much of each Order was Filled, and get events like this:
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I propose to add to Order class in self.cache property which reflects how much of this order was already filled:
For example we get these consecutive events:
Which means that 0.04 of initial order was just filled and the status of Order was changed to PARTIALLY_FILLED - it will be really convenient if we also knew how much of each Order was Filled, and get events like this:
Also this would be logical because our venue has not size = 1 order but size = 0.96 order hanging.
Would like to hear any other proposals on this topic.
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