I find myself running into the issue of trying to guess/figure out/check constantly for the moment an order is filled. I believe it should be simple to have a callback function in zipline because the status of the order is changed when the order is filled. Am I the only one running into this issue?
Do people not worry about filled orders? Or is there a better way than constantly checking for them?
Two of my algos are slow-moving, just targeting a specific portfolio, so I don't care when they fill. The other one is a hedged basket algo, and for that, yeah I check back after a couple of minutes, and if the orders haven't filled, I cancel them and try to leg out to get back to a (smaller) hedged basket.
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