Order continuity after system restart
rymdluo last edited by
Hello, my question is with regards to order continuity after system restart. Let's say I have the following scenario:
- I have a buy_bracket() order where the main side order was completed and the system was distrupted; and
- Upon restart, my system retrieves a custom log and detects that I have standing orders (high side and low side).
My custom log can retrieve the data input of the buy_bracket order (trade id, size.. etc) into the new backtrader instace. How can I restore the order(s) into the new backtrader instance to run as though there was no disruption?
You need a custom broker in which you feed the pending orders.