In the itch50_market_processor.py you have code in multiple methods that have the following code:
if message.order_ref not in self._order_refs:
return
self.order.refs is initialized, but always seems to be empty. Hence large portions of code is never executed. When an add order message occurs, is the message.order_ref supposed to be added to self._order_refs? And then deleted when the order is filled or cancelled?