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Description
- Many functions need a
reference_pricekeyword argument which is a bad smell - The get_book_for_symbol orderbook repo functions have to hack an inf/-inf price into None price orders to allow sorting
highest_bid and lowest_ask are also a hackMarket price asset freezes will eventually cause incorrect balances in user accounts(that whole system needs changing anyway)- Post-trade update_user uses the orders and not the trade, meaning its harder to update the balances for market orders