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Description
Feature Request
Add a on option to Venue Config so the event OrderAccepted can be generated after the MarketOrder submitted to the Venue
Problem Statement
The problem discussed in: #2650
On some Venues OrderAccepted event (or similar events) is generated after MarketOrder is being submitted
Proposed Solution
I think the most flexible solution here is to add the:
- another venue config option to configure this behavior
AND/OR - to make preconfigured popular venues in Test Kit for Backtesting purposes
Example Usage
BINANCE = Venue("BINANCE")
engine.add_venue(
venue=BINANCE,
...
accepted_events_enforce = True # This is an example of this option used
...
)
Additional Context
See the discussion: #2650
cjdsellers
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