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Seems that monitor is built mainly for spread orders, update for single leg orders. #49

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ffahimi opened this issue Oct 8, 2024 · 0 comments

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@ffahimi
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ffahimi commented Oct 8, 2024

Here is an example where we are assuming the legs,

for leg in position.legs:
# Extract order parameters
symbol = leg.symbol
orderSide = leg.orderSide
# orderQuantity = leg.orderQuantity

        # TODO: I'm not sure about this order side check here
        if orderSide != 0:
            targets.append(PortfolioTarget(symbol, orderSide))

Same thing is in positionPnl calculation in the position class, which we use extensively in monitor.

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