def insert_buy(self, quantity, price):
"""
Insert buy order in the order book and execute orders if it's possible.
:param quantity: int
The amount to buy
:param price: double
The unit price to buy
:return: None
"""
buy_order = Order(quantity, price, type_of_order='buy')
if quantity != 0:
self._buy_orders.append(buy_order)
self._buy_orders.sort()
self._buy_orders.reverse()
print('--- Insert {order} on {book}'.format(
order=buy_order.__str__(), book=self._name))
while len(self._sell_orders) != 0 and self._sell_orders[0].get_price(
) <= buy_order.get_price() and buy_order.get_qty() > 0:
# Case quantity sell order > first buy order in our book
if buy_order.get_qty() > self._sell_orders[0].get_qty():
deal = Deal(self._sell_orders[0].get_qty(),
self._sell_orders[0].get_price(), self._name)
self._execute_deals.append(deal)
new_qty = buy_order.get_qty() - self._sell_orders[0].get_qty()
# Fill the first buy order
self._sell_orders.remove(self._sell_orders[0])
buy_order.set_qty(new_qty)
print(deal.__str__())
# Case quantity sell order < first buy order in our book
else:
deal = Deal(buy_order.get_qty(),
self._sell_orders[0].get_price(), self._name)
self._execute_deals.append(deal)
# Update of the new quantity
self._sell_orders[0].set_qty(self._sell_orders[0].get_qty() -
buy_order.get_qty())
buy_order.set_qty(0)
self._buy_orders.remove(self._buy_orders[0])
if self._sell_orders[0].get_qty() == 0:
self._sell_orders.remove(self._sell_orders[0])
print(deal.__str__())
print(self.get_status())
return None
