def avl_remove(string):
avl = AVLTree()
for i in range(num):
avl.insert(i)
start = time.clock()
for i in range(num):
avl.remove(i)
end = time.clock()
print string + str(end - start)
class OrderTree(object):
def __init__(self):
self.price_tree = AVLTree()
self.price_map = {}
self.order_map = {}
self.volume = 0
self.num_orders = 0
self.depth = 0
def __len__(self):
return len(self.order_map)
def get_price_list(self, price):
return self.price_map[price]
def get_order(self, order_id):
return self.order_map[order_id]
def create_price(self, price):
self.depth += 1
new_list = OrderList()
self.price_tree.insert(price, new_list)
self.price_map[price] = new_list
def remove_price(self, price):
self.depth -= 1
self.price_tree.remove(price)
del self.price_map[price]
def price_exists(self, price):
return price in self.price_map
def order_exist(self, order):
return order in self.order_map
def insert_order(self, quote):
if self.order_exist(quote['order_id']):
self.remove_order_by_order_id(quote['order_id'])
self.num_orders += 1
if quote['price'] not in self.price_map:
self.create_price(quote['price'])
order = Order(quote, self.price_map[quote['price']])
self.price_map[order.price].append_order(order)
self.order_map[order.order_id] = order
self.volume += order.quantity
def remove_order_by_order_id(self, order_id):
self.num_orders -= 1
order = self.order_map[order_id]
self.volume -= order.quantity
order.order_list.remove_order(order)
if len(order.order_list) == 0:
self.remove_price(order.price)
del self.order_map[order_id]
def max_price(self):
if self.depth > 0:
return self.price_tree.max_key()
else:
return None
def min_price(self):
if self.depth > 0:
return self.price_tree.min_key()
else:
return None
def max_price_list(self):
if self.depth > 0:
return self.get_price_list(self.max_price())
else:
return None
def min_price_list(self):
if self.depth > 0:
return self.get_price_list(self.min_price())
else:
return None
