Suppose if a limit order is placed and I want to check periodically if there is pending quantity to be filled and want to modify the order with a new price, how should I go about it?
My solution is based on the assumption that I receive the order history in the same order it happened. If this is true, then I should be able to check just the last item in the list and work with the pending quantity. So the question is if my assumption is right?
