Update to main#73
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vgreg merged 11 commits into64-submit-paper-to-jossfrom Jan 9, 2026
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Fixed a bad reference to current_lob in before_lob_update
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 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
…instead of price The ITCH 5.0 OrderExecutedPriceMessage class uses `execution_price` as its attribute name, but the code was incorrectly referencing `message.price`. This fixes the AttributeError when processing OrderExecutedPriceMessage. Fixes #69 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
…emessage-object-has-no-attribute-price Fix AttributeError: OrderExecutedPriceMessage has no attribute 'price'
…d-not-executed-because-self_order_refs-is-not-updated fix: populate _order_refs when processing AddOrderMessage
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