def __init__(self, side, price, volume): """ Initializes order with price and volume price is a limit price on which order can be traded if there are no suitable orders, the limit order remains in the order book """ Base.__init__(self, side, volume) self._price = price
def __init__(self, traders = [], strategy = None, PnL = 0, label = None, timeseries = []): Base.__init__(self, PnL, timeseries) self._traders = [] self.traders = traders self.strategy = strategy self._label = label if label else getLabel(self) self.label = self._label self._alias = [self._label]
def __init__(self, orderBook, strategy, label=None, amount = 0, PnL=0, timeseries = []): Base.__init__(self, PnL, timeseries) self._orderBook = orderBook self._amount = amount self.strategy = strategy self._label = label self.label = self._label self._alias = [self._label]
def __init__(self, side, price, volume): """ Initializes order with 'price' and 'volume' 'limitOrderFactory' tells how to create limit orders """ Base.__init__(self, side, volume) # we create a limit order self._order = LimitFactory(side)(price, volume) # translate its events to our listeners self._order.on_matched += self.on_matched.fire
def __init__(self, orderBook, strategy, label=None, amount = 0, PnL=0, timeseries = []): Base.__init__(self, PnL, timeseries) self._orderBook = orderBook self._amount = amount self._strategy = strategy self._subscription = event.subscribe(strategy.on_order_created, _(self).send, self) self._label = label self.label = self._label self._alias = [self._label]
def __init__(self, order, delay, sched): """ Initializes order with 'price' and 'volume' 'limitOrderFactory' tells how to create limit orders """ Base.__init__(self, order.side, order.volume) self._delay = delay # we create a limit order self._order = order # translate its events to our listeners self._order.on_matched += self.on_matched.fire self._scheduler = sched
def __init__(self, volumeLimit, orderFactory, *args): """ Initializes iceberg order volumeLimit -- maximal volume for order that can be sent orderFactory -- factory to create real orders: *args -> Order *args -- parameters to be passed to real orders """ self._args = unpack(args) # we pretend that we are an order initially having given volume Base.__init__(self, None, self._args._volume) self._volumeLimit = volumeLimit self._orderFactory = orderFactory self._current = None self._side = None
def __init__(self, side, volume): """ Initializes order with volume to trade """ Base.__init__(self, side, volume)
def __init__(self, side, orderFactoryT, volume): Base.__init__(self, side, volume) self._factory = orderFactoryT(side) self._current = None