diff --git a/src/meatpy/itch50/itch50_market_processor.py b/src/meatpy/itch50/itch50_market_processor.py index bcb135f..17ff902 100644 --- a/src/meatpy/itch50/itch50_market_processor.py +++ b/src/meatpy/itch50/itch50_market_processor.py @@ -157,6 +157,7 @@ def process_message( ): if message.stock != self.instrument: return + self._order_refs.add(message.order_ref) if self.track_lob: if message.bsindicator == b"B": order_type = OrderType.BID diff --git a/uv.lock b/uv.lock index cf452c1..dfbe331 100644 --- a/uv.lock +++ b/uv.lock @@ -1,5 +1,5 @@ version = 1 -revision = 2 +revision = 3 requires-python = ">=3.11" resolution-markers = [ "python_full_version >= '3.12'", @@ -1005,7 +1005,7 @@ wheels = [ [[package]] name = "meatpy" -version = "0.2.6" +version = "0.2.8" source = { editable = "." } dependencies = [ { name = "pyarrow" },