alpacahq / alpacahq/Alpaca-API

The API `PATCH/v2/orders/` incorrectly uses original qty and not updated qty if the order has a partial fill

未关闭
#165 0 条评论 0 个 reaction 已指派 0 人 在 GitHub 查看
bug
主要语言
没有语言数据
星标
173
派生
17
PR 合并指标
30 天内没有已合并 PR

描述

**Describe the bug**
When a sell order that was opened with qty=N is partially filled, and then gets replaced with a new price (using the `PATCH` API), the replaced order reflects the original qty N and NOT the unfilled qty. This results in the replaced partially filled orders ultimately filling the wrong total quantity or returning an error (because now, for a liquidating sell, it is trying to sell more than one has shares).

It appears that the replaced order gets created with qty = N (the original order qty). The correct behaviour would be to create the new order with with only the outstanding, unfilled shares, qty = N - partially_filled_qty.

This may also occur for a buy order but cannot confirm this.

**To Reproduce**
This is hard to reproduce because it only happens when replacing a partially filled order.

**Expected behavior**
The correct behaviour would be to create the new order with with only the outstanding, unfilled shares, qty = N - partially_filled_qty.

**Additional context**
There is a forum post explaining this behaviour in more detail.
https://forum.alpaca.markets/t/quantity-error-when-replacing-partially-filled-sell-order/4329

贡献指南

这个仓库没有索引到贡献指南

评估

这个 Issue 还没有评估数据。

把新 issue 发到你的邮箱

精选适合新手参与的 GitHub issue 摘要。