def __init__(self, queue, book, link):
self._queue = queue
self.book = book
self._link = link
queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPrice(self)
self.lastTrade = LastTrade()
queue.lastTrade += _(self)._onTraded
self.reset()
class Queue(types.IOrderQueue):
def __init__(self, queue, book, link):
self._queue = queue
self.book = book
self._link = link
queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPrice(self)
self.lastTrade = LastTrade()
queue.lastTrade += _(self)._onTraded
self.reset()
def reset(self):
self._best = self._queue.best
self._lastT = 0
@property
def side(self):
return self._queue.side
@property
def lastPrice(self):
return self._best.price if self._best is not None else None
def _update(self, best):
self._best = best
self.bestPrice.fire(self)
def _onTraded(self, value):
self._link.send(_(self.lastTrade, value).set)
def _onBestChanged(self, queue):
best = queue.best
self._link.send(_(self, best)._update)
@property
def best(self):
return self._best
@property
def empty(self):
return self._best is None