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spawn child orders clearer logic
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rob committed Sep 23, 2023
1 parent fdacee0 commit 29f6a45
Showing 1 changed file with 2 additions and 2 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -261,7 +261,7 @@ def get_required_contract_trade_for_instrument(
instrument_code
) or diag_positions.is_roll_state_adjusted(instrument_code):
## do nothing
pass
return []

elif diag_positions.is_double_sided_trade_roll_state(instrument_code):
order_reduces_positions = is_order_reducing_order(
Expand All @@ -280,7 +280,7 @@ def get_required_contract_trade_for_instrument(
)
else:
## do nothing
pass
return []

else:
log.critical(
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