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OrderAccepted generation after MarketOrder submission #2656

@Egisess

Description

@Egisess

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:

  1. another venue config option to configure this behavior
    AND/OR
  2. 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

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