You can use BrokerTrade to return order fill status, but it must then return NAY when the trade is filled and the order disappears. NAY tells Zorro that BrokerTrade is not supported anymore for this trade.
If I understand correctly:
1) In NFA mode, BrokerTrade must never return a negative number.
2) In NFA mode, order is placed via BrokerBuy2. Order is completely filled and is therefore complete. So BrokerTrade must return the full fill (positive) and then return NAY on the next call.
3) In NFA mode, order is placed via BrokerBuy2. Order is partially filled and then no longer active (expired or canceled). So BrokerTrade must return the partial fill (positive) and then return NAY on the next call.
4) In NFA mode, order is placed via BrokerBuy2. Order is never filled and then no longer active (expired or canceled). So BrokerTrade must return 0 until the order becomes inactive, so it must return NAY on the next call.
5) In NFA mode, order is placed via BrokerBuy2. BrokerTrade returns NAY the first time. Zorro therefore assumes the order was 100% unfilled.
Is this correct?
