The minimal broker write interface the OrderEngine drives: place / modify / cancel. OpenAlgoTradeFeed implements this. Distinct from the base-tier TradeFeed (a higher-level place + subscribe shape in openalgo-charts): implement OrderFeed for the engine's write path.

Implements

Constructors

Properties

rejectNextPlace: null | string = null

Set to a reason to make the next place() reject (test hook).

Methods

  • Simulate a fill for an order (test hook).

    Parameters

    • orderId: string

    Returns void

  • Parameters

    • orderId: string
    • patch: { price?: number; qty?: number; triggerPrice?: number }

    Returns Promise<void>

  • Parameters

    • cb: (symbol: string, ltp: number) => void

    Returns void

  • Build a deterministic N-level synthetic book around ltp (demo/test helper).

    Parameters

    • ltp: number
    • levels: number
    • tickSize: number = 0.05

    Returns MarketDepth