Fix sandbox IOC cancel after local accept#4113
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Constraint: Sandbox matching can accept an IOC limit order and immediately evaluate the no-match cancel path in the same call stack. Rejected: Canceling from the pre-accept local order state | initialized orders are local-only and cancel_order intentionally refuses them. Confidence: high Scope-risk: narrow Directive: Matching-engine paths that emit an order state event and then continue processing must use state that has observed the emitted event. Tested: cargo test -p nautilus-execution --test matching_engine test_process_ioc_limit_order_without_immediate_match_emits_cancel Tested: cargo test -p nautilus-execution --test matching_engine test_process_limit_order_matched_immediate_fill Tested: cargo test -p nautilus-execution --test matching_engine test_ioc_order_canceled_when_liquidity_consumption_exhausts_fills Tested: cargo fmt --check --package nautilus-execution Tested: git diff --check Not-tested: full workspace test suite Co-authored-by: OmX <omx@oh-my-codex.dev>
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Thanks @Jonah-Chan, closed per b69bade. |
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Summary
OrderAcceptedto the local sandbox order before continuing same-call-stack matching-engine handling.OrderAcceptedfollowed byOrderCanceled.Fixes #4112.
Why
accept_orderpreviously dispatched the accepted event without updating the mutable localOrderAny. In the IOC/FOK no-immediate-match branch,process_limit_ordercould then callcancel_orderwith an order still inINITIALIZED, which logsCannot cancel an order with INITIALIZED from the matching engineand drops the cancel event.Tests