quantconnect / lean.brokerages.atreyu Goto Github PK

Actual Behavior
Nothing specific specified

Expected behavior
For DMA routes use 4 character ISO 10383 Market Identifier

Tag 100 Examples.xlsx

Possible Solution
N/A

Expected Behavior
ClOrgID should be unique

Actual Behavior
Order.Id is used, but not unique. It works with Atreyu certificate simulator, but problem can happen when run production

Possible Solution
We can use Guid.NewGuid() or substring of Guid. Atreyu FLIRT v1.04 doc suggest it should be 15 length max, their simulator returns 32.

{ "MsgType":"ExecutionReport", "SendingTime":"20210119-21:38:45.870", "OnBehalfOfCompID":"CERTSIM-TM-06", "Account":"ACC1", "AvgPx":0, "ClOrdID":"01a31077e9a64686b3b1bc45a9de14ab", "CumQty":0, "ExecID":"E-3151101956", "ExecTransType":"NEW", "LastPx":0, "LastShares":0, "OrderID":"O-3151101955", "OrderQty":100, "OrdStatus":"NEW", "Price":5, "Side":"BUY", "Symbol":"GE", "TransactTime":"20210119-21:38:45.869", "ExecType":"NEW", "LeavesQty":100, "SecondaryOrderID":"01a31077e9a64686b3b1bc45a9de14ab", "status":0 }