fix: added order cancellation based on its deviation from current price

[AdityaRaj212]

Note

Medium Risk
Changes order-lifecycle behavior in the synthetic market generator by tracking and cancelling live limit orders, which can materially affect book liquidity and performance under load. Risk is moderate because it touches the hot path that interacts with the matching engine each tick.

Overview
Adds active limit-order tracking to the market Generator and introduces automatic cancellations for orders whose placement price drifts beyond a configurable % deviation from the current GBM mid.

Extends Config with MaxActiveOrders and MaxDeviationPct (with new defaults), enforces a hard cap on tracked orders as a secondary safeguard, and updates stock presets to set MaxDeviationPct based on per-symbol volatility (Sigma).

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[Copilot]

Pull request overview

This PR adds lifecycle management for the synthetic market maker’s limit orders by tracking submitted limit orders and canceling them when they drift too far from the current GBM mid price, with per-symbol deviation thresholds derived from volatility presets.

Changes:

• Extend market.Config with MaxActiveOrders and MaxDeviationPct, and track active limit orders in the generator.
• Cancel tracked limit orders whose anchored price deviates beyond a configured percentage from the current mid, plus enforce a hard cap on tracked orders.
• Set MaxDeviationPct slabs in IndianStockPresets() based on Sigma.

Reviewed changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 5 comments.

File	Description
internal/market/presets.go	Adds MaxActiveOrders and derives MaxDeviationPct from volatility (sigma) in stock presets.
internal/market/generator.go	Adds active order tracking and implements deviation-based and max-count cancellation behavior.

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