[ts-gen] Risk Triplets [Was: New OCA group use case [Was: Parent/child OCA groups ...]]

[Ken Feng]

Hi Russ,

> They are, as are intermediate order status notifications (if
> any, as when a fill is not immediate or not complete).  They
> also appear in the database, but dragging that information out
> of the database is a 'pull' type, rather than a 'push'
> notification (as through ShimText or with 'cout' tailing).

Thanks for that hint, I do see the status=="filled" in the OrderStatus table.

Looking up the fill price in OrderStatus, I grepped my oversized
ShimText and found that 3|11| 7| appears to be the signifier for a
filled order.

Great job on these journaling tables - will save me from having to
implement my own!

Now, besides 3|11| 7|, are there other "risk triplets" I need to watch
out for, from the perspective of order management?  Any other strange
states I am unaware of, but should check for?

Right now, I output all my ShimText to yyyymmdd.log, but I have just
modified the code to output to yyyymmdd_data.log and yyyymmdd_risk.log
instead, so I can better see what is happening.

I will try to answer my own question, once the market is open, but if
anyone has any experience in this area (risk) they would like to
share, I would greatly appreciate it if you could share.  Comments
about "unusual not-everyday not-everytime" states would be very
especially useful.

Thank you.

- Ken