From 26adee8ecee9f5a35711567540392476dd9b7ae7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Vincent=20Gr=C3=A9goire?= Date: Fri, 9 Jan 2026 08:50:24 -0500 Subject: [PATCH 1/2] fix: populate _order_refs when processing AddOrderMessage When processing AddOrderMessage or AddOrderMPIDMessage, add the order_ref to self._order_refs so subsequent message handlers (executions, cancels, deletes, replacements) can properly track and process orders for this instrument. Without this fix, _order_refs remained empty and all subsequent handlers would exit early, causing the limit order book to not be updated correctly. Fixes #68 Co-Authored-By: Claude Opus 4.5 --- src/meatpy/itch50/itch50_market_processor.py | 1 + 1 file changed, 1 insertion(+) 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 From 5c4101f4a4d75e903ccf29d29f5999ad9abd0d71 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Vincent=20Gr=C3=A9goire?= Date: Fri, 9 Jan 2026 08:51:32 -0500 Subject: [PATCH 2/2] chore: update uv.lock Co-Authored-By: Claude Opus 4.5 --- uv.lock | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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" },