Updated samples.

samples/backtest_bbands.py

@@ -60,12 +60,13 @@ async def main():
     strategy = bbands.Strategy(event_dispatcher, period=30, std_dev=2)
     exchange.subscribe_to_bar_events(pair, strategy.on_bar_event)
 
-    # Connect the position manager to the strategy signals and to bar events.
+    # Connect the position manager to different types of events.
     position_mgr = position_manager.PositionManager(
         exchange, position_amount, pair.quote_symbol, stop_loss_pct
     )
     strategy.subscribe_to_trading_signals(position_mgr.on_trading_signal)
     exchange.subscribe_to_bar_events(pair, position_mgr.on_bar_event)
+    exchange.subscribe_to_order_events(position_mgr.on_order_event)
 
     # Setup chart.
     chart = charts.LineCharts(exchange)

samples/backtest_pairs_trading.py

@@ -70,8 +70,9 @@ async def main():
         event_dispatcher, pair_1, pair_2, window_size=24 * 10, z_score_window_size=24 * 10,
         p_value_threshold=p_value_threshold, z_score_entry_ge=2.3, z_score_exit_lt=1.5
     )
-    # Connect the position manager to the strategy signals.
+    # Connect the position manager to different types of events.
     trading_strategy.subscribe_to_trading_signals(position_mgr.on_trading_signal)
+    exchange.subscribe_to_order_events(position_mgr.on_order_event)
 
     chart = charts.LineCharts(exchange)
 

samples/backtest_rsi.py

@@ -49,13 +49,14 @@ async def main():
     strategy = rsi.Strategy(event_dispatcher, 7, oversold_level, overbought_level)
     exchange.subscribe_to_bar_events(pair, strategy.on_bar_event)
 
-    # Connect the position manager to the strategy signals and to bar events. Borrowing is disabled in this example.
+    # Connect the position manager to different types of events. Borrowing is disabled in this example.
     position_mgr = position_manager.PositionManager(
         exchange, position_amount=Decimal(1000), quote_symbol=pair.quote_symbol, stop_loss_pct=Decimal(6),
         borrowing_disabled=True
     )
     strategy.subscribe_to_trading_signals(position_mgr.on_trading_signal)
     exchange.subscribe_to_bar_events(pair, position_mgr.on_bar_event)
+    exchange.subscribe_to_order_events(position_mgr.on_order_event)
 
     # Load bars from the CSV file.
     exchange.add_bar_source(csv.BarSource(pair, "bitstamp_btcusd_day.csv", "1d"))

samples/backtest_sma.py

@@ -48,13 +48,14 @@ async def main():
     strategy = sma.Strategy(event_dispatcher, period=12)
     exchange.subscribe_to_bar_events(pair, strategy.on_bar_event)
 
-    # Connect the position manager to the strategy signals and to bar events. Borrowing is disabled in this example.
+    # Connect the position manager to different types of events. Borrowing is disabled in this example.
     position_mgr = position_manager.PositionManager(
         exchange, position_amount=Decimal(1000), quote_symbol=pair.quote_symbol, stop_loss_pct=Decimal(5),
         borrowing_disabled=True
     )
     strategy.subscribe_to_trading_signals(position_mgr.on_trading_signal)
     exchange.subscribe_to_bar_events(pair, position_mgr.on_bar_event)
+    exchange.subscribe_to_order_events(position_mgr.on_order_event)
 
     # Load bars from the CSV file.
     exchange.add_bar_source(csv.BarSource(pair, "binance_btcusdt_day.csv", "1d"))

samples/backtesting/position_manager.py

@@ -214,6 +214,12 @@ async def on_bar_event(self, bar_event: bs.BarEvent):
             self._last_check_loss = bar_event.when
             await self.check_loss()
 
+    async def on_order_event(self, order_event: backtesting_exchange.OrderEvent):
+        order = order_event.order
+        logging.info(StructuredMessage(
+            "Order udpated", id=order.id, is_open=order.is_open, amount=order.amount,
+            amount_filled=order.amount_filled, avg_fill_price=order.fill_price
+        ))
 
 def signed_to_position(signed):
     if signed > 0: