We also want to know whenever we reject a batch either fully or
partially so we also store an event for each involved order in case of a
reject message.
We create and store an event every time an order is involved in a match
making process. We track the three distinct phases a batch goes through
from the trader's point of view so we can visualize this process in the
future.
We add a couple of order specific events which we use to track the
activity around orders. Some events track the timestamps at which we
persist a change to orders, other events track more volatile occurrences
of the match making process.