BUG: Fix early exit from fixed slippage when a order amount is zero.

The order loop should continue, effectively dropping/skipping the zero
amount order, not return early and erroneously skip possible valid
orders.
This commit is contained in:
Eddie Hebert
2013-06-12 10:15:11 -04:00
parent d1968429f1
commit fd60d775d5
+1 -1
View File
@@ -224,7 +224,7 @@ class FixedSlippage(SlippageModel):
continue
if zp_math.tolerant_equals(order.amount, 0):
return txns
continue
txn = create_transaction(
event,