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fix update orders #121

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Merged
gioto64 merged 1 commit into from
Feb 24, 2026
Merged

fix update orders #121

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9 changes: 6 additions & 3 deletions lighter/ws_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -115,17 +115,20 @@ def update_order_book_state(self, market_id, order_book):
def update_orders(self, new_orders, existing_orders):
for new_order in new_orders:
is_new_order = True
for existing_order in existing_orders:
# iterate over a copy so removal is safe
existing_order_copy = existing_orders[:]
for existing_order in existing_order_copy:
if new_order["price"] == existing_order["price"]:
is_new_order = False
existing_order["size"] = new_order["size"]
if float(new_order["size"]) == 0:
existing_orders.remove(existing_order)
break

if is_new_order:
existing_orders.append(new_order)

existing_orders = [
# final cleanup (in-place)
existing_orders[:] = [
order for order in existing_orders if float(order["size"]) > 0
]

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