Backtest::submit_order ignores OrderRequest.side (always Sell)

[simongu20070911]

Summary

In the Rust backtest engine, Backtest::submit_order hard-codes Side::Sell and ignores the side field in OrderRequest. Any buy submitted via submit_order becomes a sell.

Evidence

File: hftbacktest/src/backtest/mod.rs

local.submit_order(
    order.order_id,
    Side::Sell, // ignores order.side
    order.price,
    order.qty,
    order.order_type,
    order.time_in_force,
    self.cur_ts,
)?;

Impact

Critical for users calling Bot::submit_order; buy orders are flipped. submit_buy_order/submit_sell_order are unaffected.

Repro (minimal)

1. Create an OrderRequest { side: Buy, ... }
2. Call submit_order
3. Inspect orders() -> the created order has side == Sell

Expected

submit_order should pass order.side to local.submit_order.

[simongu20070911]

Update: this looks conditional. It only affects callers using Bot::submit_order; submit_buy_order/submit_sell_order are unaffected. I might be missing intended behavior, but since OrderRequest carries side, it seems expected to be used here. If there’s a reason to force Sell, happy to retract.

[nkaz001]

Because submit_buy_order and submit_sell_order are usually used, this bug was missed. Thank you for flagging it.

[github-actions]

This issue has been automatically marked as stale due to 90 days of inactivity. It will be closed if no further activity occurs.

[JKDasondee]

Looking at current main, submit_order (around line 982 of hftbacktest/src/backtest/mod.rs) already passes order.side through correctly to local.submit_order at line 991 — so the bug described here appears to be fixed. The Side::Sell on line 965 is inside submit_sell_order (which starts at ~952), not submit_order, so that's correct by design. If anyone's still hitting this on a recent build, worth double-checking which version they're on. Can probably close this if the maintainer confirms the fix landed.

[github-actions]

This issue has been automatically marked as stale due to 90 days of inactivity. It will be closed if no further activity occurs.

[github-actions]

Closing this issue due to inactivity.