fix: correct match handler to update order sizes properly (closes #278)#490
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What
The
matchmethod inorder_book.pywas incomplete and did not properly update the size of resting (maker) orders when a trade occurred. This caused the order book to show incorrect/stale sizes for orders that had been partially filled.Fix
Implemented the
matchmethod to find the maker order bymaker_order_idat the matched price level and subtract the matched size from it. If the resulting size is zero or negative, the order is removed from the book.Closes #278