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When checking Vega connector, there was an instance where it created an order and also cancel at the same time. Client seem to not recognize this event causing order stuck on cancelation event when reaching set time_limit when using v2 strategies (dman_v3)
Observe that the script created order ok at 2024-04-03 14:16:20,676
Observed that at the same timeframe the order also got cancelled, see exchange id ce9812471142cce4515d68f1691f36dea4cb2883f359a32be7d1e0bf7c2c0e9c and VGHBSETUT61531dd904f0a9e9d083c03 on link , block 41875043
The script reaches the set time_limit, observed that it is stuck on canceling the VGHBSETUT61531dd904f0a9e9d083c03
On Vega explorer, it return an error of no order found in the market see link here
This seems to be expected since the order has been already cancelled
Another instance:
Order in screenshot is VGHBSETUT61532358805f19e9d083c03 and exchange id da8528a450965dfeab615cef57a6dbc35a4cbfa9e9da1492d0c254ec53127350
Describe the bug
When checking Vega connector, there was an instance where it created an order and also cancel at the same time. Client seem to not recognize this event causing order stuck on cancelation event when reaching set
time_limit
when usingv2 strategies (dman_v3)
2024-04-03 14:16:20,676
ce9812471142cce4515d68f1691f36dea4cb2883f359a32be7d1e0bf7c2c0e9c
andVGHBSETUT61531dd904f0a9e9d083c03
on link , block41875043
VGHBSETUT61531dd904f0a9e9d083c03
Another instance:
VGHBSETUT61532358805f19e9d083c03
and exchange idda8528a450965dfeab615cef57a6dbc35a4cbfa9e9da1492d0c254ec53127350
Steps to reproduce
vega_perpetual
Release version
dev-1.27.0
Type of installation
Source
Attach required files
Archive.zip
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