feat: action performance
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mfw78 commented
Problem
It is a little difficult to monitor all the parts of an order (TWAP) to see see what the fill rate was like.
Solution
Using the status
from #2 if the order becomes OrderCancelled
or OrderExpired
, we can generate a report.
Tasks
- On
OrderCancelled
orOrderExpired
, generate a report of the number of parts that were filled / not filled.