Fix backtest modify order quantity#317
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Up to standards ✅🟢 Issues
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rikkaka
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June 15, 2026 03:37
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Summary
leaves_qtyin sync with the requestedqty.leaves_qtyif a local modify request is rejected before reaching the exchange.Root Cause
Local::modifyandL3Local::modifyupdatedqtybut leftleaves_qtyunchanged. When L2 exchange processors handled a modify by canceling and re-adding the order,ack_newreused the staleleaves_qty, so the order could still execute with the old remaining quantity.Validation
cargo test -p hftbacktest modifies_order_leaves_qty_when_requeuedcargo test -p hftbacktest --libNote:
cargo test -p hftbackteststill fails on existing example compile errors unrelated to this change.