Dark order and alert clearing tests
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goodboy commented
In follow up to #462 and in relation to #463 we need to add a similar test set as is landing in #462 but for both dark (triggered) orders and alerts.
The main difference will be that we need to have the test harness also load a data feed to as to submit the darks orders close to the current L1 spread to ensure we trigger and clear.
Testing ToDo:
- ensure we can clear all of dark buy/sells and alerts by submitting at a trigger price super close to the last quote
- ensure all msging from the
trade_stream: tractor.MsgStream
matches expected flow and eventual positioning state - possibly try to simulate a *bracket order` by entering a pp, allowing the price to move, tossing in a stop dark order, waiting for the pos to either clearat a loss, win, or break even exit?