potential BUG in kite.orders response on cancel

ksh
Hi

I see this behavior with WS when an order with open_Qty = X is cancelled,
  • cancelled qty == X
  • pending qty == 0 [after cancel is successful]
However, it's little different with kite.orders . for same scenario,
  • cancelled qty == X
  • pending qty == X [ even :# after cancel is successful]
I think it makes more sense to have pending_qty = 0 once the order is cancelled. (as is done in case 1 above)

Tagged:
  • sujith
    For cancellation, there are two order updates from the OMS. Are you referring to the one that has status as UPDATE or cancelled?
    I would suggest using the order update as an event to fetch orderbook and check the updated order details.
  • ksh
    in context of ws msg, i am referring to the one with status as 'CANCELLED'. Btw both the updates from oms has status as CANCELLED. only diff is one has pending qty = qty to be canceled and other has pending = 0
  • sujith
    sujith edited July 2023
    We will inform the OMS team to take a look at this. Since it is a fix from vendor, it might take a while. For now, I would suggest using order update as an event to fetch orderbook and check the updated order details.
  • ksh
    Ok . that's fine. Can we have the update timestamped with microsecond granularity ? It would simplify my order state mgmt. I am sure it would help other traders.
Sign In or Register to comment.