Python Iceberg Examples

Example #1

File: _price_Iceberg.py Project: abensrhir/marketsimulator

 def __call__(self, price=None):
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.order._iceberg import Iceberg
     price = price if price is not None else _constant_Float(100.0)
     proto = self.proto
     lotSize = self.lotSize
     return Iceberg(proto(price), lotSize)

Example #2

 def __call__(self, side=None):
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out.order._iceberg import Iceberg
     side = side if side is not None else _side_Sell_()
     proto = self.proto
     lotSize = self.lotSize
     return Iceberg(proto(side), lotSize)

Example #3

File: _volume_Iceberg.py Project: abensrhir/marketsimulator

 def __call__(self, volume=None):
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.order._iceberg import Iceberg
     volume = volume if volume is not None else _constant_Float(1.0)
     proto = self.proto
     lotSize = self.lotSize
     return Iceberg(proto(volume), lotSize)

Example #4

 def __call__(self, side=None, price=None):
     from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.order._iceberg import Iceberg
     side = side if side is not None else _side_Sell_()
     price = price if price is not None else _constant_Float(100.0)
     proto = self.proto
     lotSize = self.lotSize
     return Iceberg(proto(side, price), lotSize)

Example #5

 def Iceberg(self, lotSize=None):
     from marketsim.gen._out.order._iceberg import Iceberg
     return Iceberg(self, lotSize)