def tracking_orders(self, buy_stop_orders, sell_stop_orders, buy_limit_orders, sell_limit_orders):
        """Converge the orders we currently have in the book with what we want to be in the book.
           This involves amending any open orders and creating new ones if any have filled completely.
           We assume all of the orders is stop market order"""
        #tickLog = self.exchange.get_instrument()['tickLog']
        to_amend = []
        to_create = []
        to_cancel = []
        buy_stop_matched = 0
        sell_stop_matched = 0
        buy_limit_matched = 0
        sell_limit_matched = 0
        #existing_orders = self.exchange.get_orders()

        # Check all existing orders and match them up with what we want to place.
        # If there's an open one, we might be able to amend it to fit what we want.
        for order in self.existing_orders:
            try:
                if order['side'] == 'Buy' and order['ordType']== 'Stop':
                    desired_order = buy_stop_orders[buy_stop_matched]
                    buy_stop_matched += 1
                    if desired_order['stopPx'] != order['stopPx'] or desired_order['orderQty'] != order['orderQty']:
                        to_amend.append({'orderID': order['orderID'], 'orderQty': desired_order['orderQty'],'stopPx': desired_order['stopPx'], 'side': order['side']})

                if order['side'] == 'Sell' and order['ordType']== 'Stop':
                    desired_order = sell_stop_orders[sell_stop_matched]
                    sell_stop_matched += 1
                    if desired_order['stopPx'] != order['stopPx'] or desired_order['orderQty'] != order['orderQty']:
                        to_amend.append({'orderID': order['orderID'], 'orderQty': desired_order['orderQty'],'stopPx': desired_order['stopPx'], 'side': order['side']})

                if order['side'] == 'Buy' and order['ordType']== 'Limit':
                    desired_order = buy_limit_orders[buy_limit_matched]
                    buy_limit_matched += 1
                    if desired_order['price'] != order['price'] or desired_order['orderQty'] != order['orderQty']:
                        to_amend.append({'orderID': order['orderID'], 'orderQty': desired_order['orderQty'],'price': desired_order['price'], 'side': order['side']})

                if order['side'] == 'Sell' and order['ordType']== 'Limit':
                    desired_order = sell_limit_orders[sell_limit_matched]
                    sell_limit_matched += 1
                    if desired_order['price'] != order['price'] or desired_order['orderQty'] != order['orderQty']:
                        to_amend.append({'orderID': order['orderID'], 'orderQty': desired_order['orderQty'],'price': desired_order['price'], 'side': order['side']})

            except IndexError:
                # Will throw if there isn't a desired order to match. In that case, cancel it.
                to_cancel.append(order)

        while buy_stop_matched < len(buy_stop_orders):
            to_create.append(buy_stop_orders[buy_stop_matched])
            buy_stop_matched += 1

        while sell_stop_matched < len(sell_stop_orders):
            to_create.append(sell_stop_orders[sell_stop_matched])
            sell_stop_matched += 1

        while buy_limit_matched < len(buy_limit_orders):
            to_create.append(buy_limit_orders[buy_limit_matched])
            buy_limit_matched += 1

        while sell_limit_matched < len(sell_limit_orders):
            to_create.append(sell_limit_orders[sell_limit_matched])
            sell_limit_matched += 1

        if len(to_amend) > 0:
            # This can fail if an order has closed in the time we were processing.
            # The API will send us `invalid ordStatus`, which means that the order's status (Filled/Canceled)
            # made it not amendable.
            # If that happens, we need to catch it and re-tick.
            try:
                self.exchange.amend_bulk_orders(to_amend)
            except requests.exceptions.HTTPError as e:
                errorObj = e.response.json()
                if errorObj['error']['message'] == 'Invalid ordStatus':
                    logger.warn("Amending failed. Waiting for order data to converge and retrying.")
                    sleep(0.5)
                    return self.place_orders()
                else:
                    logger.error("Unknown error on amend: %s. Exiting" % errorObj)
                    sys.exit(1)

        if len(to_create) > 0:
            logger.info("Creating %d orders:" % (len(to_create)))
            self.exchange.create_bulk_orders(to_create)

        # Could happen if we exceed a delta limit
        if len(to_cancel) > 0:
            self.exchange.cancel_bulk_orders(to_cancel)