class VirtualMarket_Impl(VirtualMarket_Base):
def __init__(self):
self._balance = 0
self._position = 0
from marketsim.gen._out.event._event import Event
self.on_traded = Event()
self.orderBook = OfTrader()
event.subscribe(self.inner.on_order_created,
_(self).onOrderCreated, self)
_internals = ['orderBook']
@property
def amount(self):
return self._position
@property
def PnL(self):
return self._balance
def onOrderCreated(self, order, source):
self.orderBook.process(
request.EvalMarketOrder(
order.side, order.volumeUnmatched,
_(self, order.side, order.volumeUnmatched)._update))
def _update(self, side, volume, (price, volumeUnmatched)):
matched = volume - volumeUnmatched
self._position += -matched if side == Side.Sell else matched
self._balance += price if side == Side.Sell else -price
self.on_traded.fire(self)
class VirtualMarket_Impl(VirtualMarket_Base):
def __init__(self):
self._balance = 0
self._position = 0
from marketsim.gen._out.event._event import Event
self.on_traded = Event()
self.orderBook = OfTrader()
event.subscribe(self.inner.on_order_created, _(self).onOrderCreated, self)
_internals = ['orderBook']
@property
def amount(self):
return self._position
@property
def PnL(self):
return self._balance
def onOrderCreated(self, order, source):
self.orderBook.process(
request.EvalMarketOrder(
order.side,
order.volumeUnmatched,
_(self,
order.side,
order.volumeUnmatched)._update))
def _update(self, side, volume, (price, volumeUnmatched)):
matched = volume - volumeUnmatched
self._position += -matched if side == Side.Sell else matched
self._balance += price if side == Side.Sell else -price
self.on_traded.fire(self)
