Write fully filled orders to order and order size tables

[RickiHeicklen]

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Name	Status	Preview	Comments	Updated (UTC)
platform	✅ Ready (Inspect)	Visit Preview	💬 Add feedback	Jan 30, 2025 4:32am

[Crazytieguy]

I was confused about the frontend not breaking so I checked, and in fact it broke. My best guess as to why we didn't see it on your computer is maybe you didn't rerun the server after making the changes, and you just had the server running from before. This is within your reach to fix 🙂, although there are a couple possible solutions. Also you might want to make sure the python client isn't broken.

[RickiHeicklen]

Thoughts on the one I chose? Seemed the most straightforward and non-objectionable. Interested in the pros and cons of others if it's worth your time, fine if not.

Also you might want to make sure the python client isn't broken.

What steps would you recommend for this? (Right now I think I'm blocked on figuring out the right kernel/env setup for running python client stuff, so maybe once I fix that I'll be able to make headway without a hint here)

[Crazytieguy]

Yep, I think that's the right change. Maybe we want to still add it if marketData.hasFullOrderHistory, (in which case we have all of the sizes for each order and filter for size > 0 in the svelte component), just because it's more consistent and maybe in the future we'll want to use the 0 size orders somehow.

Yeah I haven't really documented some of the new python stuff. You should install uv, install dependencies with uv sync (from the python-client directory), and then you should be able to run python files with uv run <file>. To get proper editor support you'll have to run the Python: select interpreter command and select the interpreter at python-client/.venv/bin/python (not sure if you'll need to enter this manually). Feel free to add this in the readme, I think I didn't bother because these steps happen automatically in codespaces.

To recompile the python websocket_api file from the protobuf schema you'll want to run ./compile-protos.sh

Otherwise the change should be logically the same as the frontend change