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Fix AttributeError: OrderExecutedPriceMessage has no attribute 'price' #72

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Merged
vgreg merged 1 commit into from
Jan 9, 2026
+6 −6
Merged

Fix AttributeError: OrderExecutedPriceMessage has no attribute 'price' #72

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4 changes: 2 additions & 2 deletions src/meatpy/itch50/itch50_exec_trade_recorder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -97,7 +97,7 @@ def message_event(
"Queue": "Ask",
"Volume": message.shares,
"OrderID": message.order_ref,
"Price": message.price,
"Price": message.execution_price,
}
(queue, i, j) = lob.find_order(message.order_ref)
record["OrderTimestamp"] = queue[i].queue[j].timestamp
Expand All @@ -110,7 +110,7 @@ def message_event(
"Queue": "Bid",
"Volume": message.shares,
"OrderID": message.order_ref,
"Price": message.price,
"Price": message.execution_price,
}
(queue, i, j) = lob.find_order(message.order_ref)
record["OrderTimestamp"] = queue[i].queue[j].timestamp
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2 changes: 1 addition & 1 deletion src/meatpy/itch50/itch50_market_processor.py
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Original file line number Diff line number Diff line change
Expand Up @@ -197,7 +197,7 @@ def process_message(
volume=message.shares,
order_id=message.order_ref,
trade_ref=message.match,
price=message.price,
price=message.execution_price,
)
elif isinstance(message, OrderCancelMessage):
if message.order_ref not in self._order_refs:
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2 changes: 1 addition & 1 deletion src/meatpy/itch50/itch50_order_event_recorder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -111,7 +111,7 @@ def message_event(self, market_processor, timestamp, message) -> None:
"order_ref": message.order_ref,
"bsindicator": "",
"shares": message.shares,
"price": message.price,
"price": message.execution_price,
"neworder_ref": "",
"MessageType": "OrderExecutedPrice",
}
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4 changes: 2 additions & 2 deletions src/meatpy/itch50/itch50_top_of_book_message_recorder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -123,7 +123,7 @@ def message_event(self, market_processor, timestamp, message) -> None:
"Queue": "Ask",
"Volume": message.shares,
"OrderID": message.order_ref,
"Price": message.price,
"Price": message.execution_price,
}
self.records.append((timestamp, record))
elif len(lob.bid_levels) > 0 and lob.bid_levels[0].order_on_book(
Expand All @@ -134,7 +134,7 @@ def message_event(self, market_processor, timestamp, message) -> None:
"Queue": "Bid",
"Volume": message.shares,
"OrderID": message.order_ref,
"Price": message.price,
"Price": message.execution_price,
}
self.records.append((timestamp, record))
elif isinstance(message, OrderCancelMessage):
Expand Down