FIX: reprice LMT orders n times, then replace with MKT; add new weight verification endpoint #108
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,3 @@ | ||
| namespace YoloAbstractions; | ||
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| public sealed record BrokerAccountContext(string? Address, string? VaultAddress); |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,8 @@ | ||
| namespace YoloAbstractions; | ||
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| public record BrokerOrderEvent( | ||
| string ClientOrderId, | ||
| Order Order, | ||
| bool Success, | ||
| string? Error = null, | ||
| int? ErrorCode = null); |
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| Original file line number | Diff line number | Diff line change | ||||
|---|---|---|---|---|---|---|
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@@ -11,7 +11,15 @@ public static class YoloConfigExtensions | |||||
| return configuration | ||||||
| .GetSection(Yolo) | ||||||
| .Get<YoloConfig>() | ||||||
| ?.Ensure(c => c.AssetPermissions > AssetPermissions.None) | ||||||
| ?.Ensure(c => c.BaseAsset) | ||||||
| ?.Ensure(c => c.MaxLeverage > 0) | ||||||
| ?.Ensure(c => c.MaxRepriceRetries >= 0) | ||||||
| ?.Ensure(c => c.MaxWeightingAbs > 0) | ||||||
| ?.Ensure(c => c.MinOrderValue == null || c.MinOrderValue > 0) | ||||||
| ?.Ensure(c => c.NominalCash > 0) | ||||||
| ?.Ensure(c => c.SpreadSplit >= 0 && c.SpreadSplit <= 1) | ||||||
| ?.Ensure(c => c.TradeBuffer >= 0) | ||||||
| ?.Ensure(c => TimeSpan.Parse(c.UnfilledOrderTimeout) > TimeSpan.Zero); | ||||||
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There was a problem hiding this comment. 🧩 Analysis chain🌐 Web query:
💡 Result: When TimeSpan.Parse receives an invalid string in .NET, it throws a FormatException if the string has an invalid format, an OverflowException if the value is outside TimeSpan.MinValue/MaxValue or components are out of range, or ArgumentNullException if the input is null. In contrast, TimeSpan.TryParse does not throw exceptions on invalid input; it returns false and sets the out TimeSpan parameter to TimeSpan.Zero, indicating parsing failure without exceptions. Citations:
🏁 Script executed: cd src/YoloAbstractions/Extensions && cat -n YoloConfigExtensions.cs | head -40Repository: moconnell/yolo Length of output: 1206 Use
Suggested fix- ?.Ensure(c => TimeSpan.Parse(c.UnfilledOrderTimeout) > TimeSpan.Zero);
+ ?.Ensure(c => TimeSpan.TryParse(c.UnfilledOrderTimeout, out var timeout) && timeout > TimeSpan.Zero);📝 Committable suggestion
Suggested change
🤖 Prompt for AI Agents |
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| } | ||||||
| } | ||||||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,10 @@ | ||
| namespace YoloAbstractions.Interfaces; | ||
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| public interface ITradeAdvisor | ||
| { | ||
| /// <summary> | ||
| /// Called when a limit order times out. Returns the replacement trade to place (with fresh | ||
| /// prices and positions), or null if the position is already within target (nothing to do). | ||
| /// </summary> | ||
| Task<Trade?> GetReplacementTradeAsync(Trade timedOutTrade, CancellationToken ct = default); | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,12 +1,3 @@ | ||
| namespace YoloAbstractions; | ||
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| public record OrderManagementSettings(TimeSpan UnfilledOrderTimeout, int MaxRepriceRetries); | ||
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