add update procedure for completed order

tsuga · Sep 16, 2019 · 2870253 · 2870253
1 parent 061e283
commit 2870253
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/ccxtbt/ccxtbroker.py b/ccxtbt/ccxtbroker.py
@@ -220,6 +220,9 @@ def next(self):
  pos = self.getposition(o_order.data, clone=False)
  pos.update(o_order.size, o_order.price)
  o_order.completed()
+ o_order.executed.comm = ccxt_order['fee'] if ccxt_order['fee'] is not None else 0 # TODO: check on main net
+ o_order.executed.size = ccxt_order['filled']
+ o_order.executed.price = ccxt_order['average']
  self.notify(o_order)
  self.open_orders.remove(o_order)