TEST

QuantConnect · Nov 14, 2023 · ab171a5 · ab171a5
1 parent dbfb055
commit ab171a5
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diff --git a/QuantConnect.BybitBrokerage/BybitBrokerage.Brokerage.cs b/QuantConnect.BybitBrokerage/BybitBrokerage.Brokerage.cs
@@ -129,6 +129,7 @@ public override bool PlaceOrder(Order order)
             var result = ApiClient.Trade.PlaceOrder(GetBybitProductCategory(order.Symbol), order,
                 useMargin: _algorithm.BrokerageModel.AccountType == AccountType.Margin);
             order.BrokerId.Add(result.OrderId);
+            Logging.Log.Trace($"PLACING ORDER: OrderId: {result.OrderId}. Quantity: {order.Quantity}.");
             OnOrderEvent(new OrderEvent(order, DateTime.UtcNow, OrderFee.Zero, "Bybit Order Event")
             {
                 Status = OrderStatus.Submitted

diff --git a/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs b/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs
@@ -114,6 +114,7 @@ private void OnUserMessage(WebSocketMessage webSocketMessage)
     private void HandleOrderExecution(JToken message)
     {
         var tradeUpdates = message.ToObject<BybitDataMessage<BybitTradeUpdate[]>>(JsonSerializer).Data;
+        var i = 0;
         foreach (var tradeUpdate in tradeUpdates)
         {
             var leanOrder = OrderProvider.GetOrdersByBrokerageId(tradeUpdate.OrderId).FirstOrDefault();
@@ -163,6 +164,16 @@ private void HandleOrderExecution(JToken message)
                 filledQuantity * Math.Sign(leanOrder.Quantity),
                 fee);
 
+            var partialFillMessage = string.Empty;
+            if (status == Orders.OrderStatus.PartiallyFilled)
+            {
+                partialFillMessage = $"\nPARTIAL FILL DATA: Partially filled: {accumulatedFilledQuantity + filledQuantity}/{leanOrder.AbsoluteQuantity}";
+            }
+            Log.Trace($"HANDLING EXCECUTION: Order ID: {leanOrder.Id}. Quantity {tradeUpdate.ExecutionQuantity}. \n" +
+                $"WEBSOCKET MESSAGE DATA: Order quantity: {message["data"][i]["orderQty"]}. Remaining quantity: {message["data"][i]["leavesQty"]}." +
+                partialFillMessage);
+            i++;
+
             OnOrderEvent(orderEvent);
         }