Debugging Missing Order and Trade Callbacks in Spread Strategies

Summary

This short forum exchange concerns order and trade events that are not appearing inside callbacks in a spread strategy template. The questioner says the template passes those events to the relevant callback methods, but receives no visible output from the strategy. A respondent recommends using the template through inheritance without modifying it, then adding diagnostic logging in the strategy and engine to trace where the events are handled.

The exchange offers a practical debugging direction rather than a confirmed diagnosis. It does not identify the underlying cause, specify a complete reproduction, or show logs demonstrating a fix. Traders implementing event-driven spread strategies can take away the value of tracing callback flow at both the strategy and engine layers, while recognizing that the advice alone does not establish why callbacks appeared silent.

Key ideas

• The reported problem is a lack of visible order and trade callback output in a spread strategy.
• The response recommends inheriting from the provided template rather than changing it directly.
• Logging in both the strategy and engine is suggested to trace event handling.
• The discussion does not confirm the cause or demonstrate that the suggested debugging resolved it.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.