[ad-hoc] Mirror Strategy: track orders triggered on backingExchange by trades on primaryExchange

[nikhilsaraf]

Desired Behavior

I want to see exactly which orders on the primary exchange triggered which orders on the backing exchange

Impact

The desired behavior will allow me to correctly calculate my profit by using the mirror strategy

Feature Suggestion

We can achieve the desired behavior by tracking fills on the backing exchange and linking trades on primary exchange to orders on backing exchange

Specification [21]

• fill tracking for backing exchange
  • marketID registration
  • DB_OVERRIDE__ACCOUNT_ID
  • FILL_TRACKING_MILLIS
• relationships table linking trades on primary exchange to orders on backing exchange (schema + logic)
• orderId to be saved in trades table (schema + logic)
• prevent double-trigger of trades by checking db for registered orders on the backing exchange