Python Level.bulk_add Examples

Example #1

File: test_orderbook_level.py Project: nautechsystems/nautilus_trader

def test_delete_order():
    level = Level(price=100.0)
    orders = [
        Order(price=100.0, size=50.0, side=OrderSide.BUY, id="1"),
        Order(price=100.0, size=50.0, side=OrderSide.BUY, id="2"),
    ]
    level.bulk_add(orders=orders)
    level.delete(order=orders[1])
    assert level.volume() == 50.0

Example #2

File: test_orderbook_level.py Project: nautechsystems/nautilus_trader

def test_zero_volume_level():
    level = Level(price=10.0)
    level.bulk_add(orders=[Order(price=10.0, size=0.0, side=OrderSide.BUY)])
    assert level.volume() == 0.0