Merge pull request #446 from yakir4123/yakir/fix/order_cancellation

fix(future-exchange): order cancellation

jesse/models/FuturesExchange.py

@@ -155,14 +155,14 @@ def on_order_cancellation(self, order: Order) -> None:
  if not order.reduce_only:
  if order.side == sides.BUY:
  # find and set order to [0, 0] (same as removing it)
- for index in range(len(self.buy_orders[base_asset]) - 1, 0, -1):
+ for index in range(len(self.buy_orders[base_asset]) - 1, -1, -1):
  item = self.buy_orders[base_asset][index]
  if item[0] == order.qty and item[1] == order.price:
  self.buy_orders[base_asset][index] = np.array([0, 0])
  break
  else:
  # find and set order to [0, 0] (same as removing it)
- for index in range(len(self.sell_orders[base_asset]) - 1, 0, -1):
+ for index in range(len(self.sell_orders[base_asset]) - 1, -1, -1):
  item = self.sell_orders[base_asset][index]
  if item[0] == order.qty and item[1] == order.price:
  self.sell_orders[base_asset][index] = np.array([0, 0])