def __init__(self):
from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
self.name = self.orderbook.label
self._digitsToShow = self.orderbook._digitsToShow
BookBase.__init__(self, # TODO: dependency tracking
RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
def __init__(self):
from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
self.name = self.orderbook.label
self._digitsToShow = self.orderbook._digitsToShow
BookBase.__init__(
self, # TODO: dependency tracking
RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
def process(self, order):
from marketsim.gen._out._iorder import IOrder
if isinstance(order, IOrder):
BookBase.process(self, order)
else:
#if 'callback' in dir(order):
# order.callback = _(self, order.callback)._sendToDownLink
self._upLink.send(_(self.orderbook, order).process)
def __init__(self):
self.name = self.orderbook.label
self._digitsToShow = self.orderbook._digitsToShow
BookBase.__init__(
self, # TODO: dependency tracking
Queue(self.orderbook.bids, self, self.link.down),
Queue(self.orderbook.asks, self, self.link.down))
def process(self, order):
from marketsim.gen._out._iorder import IOrder
if isinstance(order, IOrder):
BookBase.process(self, order)
else:
#if 'callback' in dir(order):
# order.callback = _(self, order.callback)._sendToDownLink
self._upLink.send(_(self.orderbook, order).process)
def __init__(self):
""" Initializes empty order book with given tick size
"""
BookBase.__init__(self, Bids(self.tickSize, self),
Asks(self.tickSize, self))
self._asks._digitsToShow = self._digitsToShow
self._bids._digitsToShow = self._digitsToShow
self._marketOrderFee = None #marketOrderFee
self._limitOrderFee = None #limitOrderFee
self._cancelOrderFee = None #cancelOrderFee
def __init__(self):
""" Initializes empty order book with given tick size
"""
from marketsim.gen._out.orderbook._asksimpl import AsksImpl
from marketsim.gen._out.orderbook._bidsimpl import BidsImpl
BookBase.__init__(self, BidsImpl(self.tickSize, self),
AsksImpl(self.tickSize, self))
self._asks._digitsToShow = self._digitsToShow
self._bids._digitsToShow = self._digitsToShow
self._marketOrderFee = None #marketOrderFee
self._limitOrderFee = None #limitOrderFee
self._cancelOrderFee = None #cancelOrderFee
def __init__(self):
""" Initializes empty order book with given tick size
"""
from marketsim.gen._out.orderbook._asksimpl import AsksImpl
from marketsim.gen._out.orderbook._bidsimpl import BidsImpl
BookBase.__init__(self,
BidsImpl(self.tickSize, self),
AsksImpl(self.tickSize, self))
self._asks._digitsToShow = self._digitsToShow
self._bids._digitsToShow = self._digitsToShow
self._marketOrderFee = None #marketOrderFee
self._limitOrderFee = None #limitOrderFee
self._cancelOrderFee = None #cancelOrderFee