I want to ask about PartialFill and order handling, because it is not possible to simulate, I do not really know what to expect.
- Lets say I want to assign Order object on OnOrderUpdate when was PartialFill, should I expect 2 different Order objects or it will be 1 (same) object which just update the quantity and average price between partial filled prices?
- And in case it is different objects, means I should expect array of Order's, because it can be filled with unknown(up-front) number of orders 10(5+5), 10(4+4+2),10(5,2,2,1)?
- What will be the sequence of types for 2+3+5=10? partial(2)+partial(3)+partial(5) or partial(2)+partial(3)+fill(5) ?
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