def __init__(self):
""" Initializes an empty queue with given tickSize
and remembers order book the queue belong to if any
"""
from marketsim.gen._out.orderbook._lasttradeimpl import LastTradeImpl
self.lastTrade = LastTradeImpl()
self.reset()
from marketsim.gen._out.orderbook._bestpriceimpl import BestPriceImpl
self.bestPrice = BestPriceImpl(self)
class Queue_Impl(Queue_Base):
def __init__(self):
self.queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPriceImpl(self)
self.lastTrade = LastTradeImpl()
self.queue.lastTrade += _(self)._onTraded
self.reset()
def reset(self):
self._best = self.queue.best
self._lastT = 0
@property
def side(self):
return self.queue.side
@property
def lastPrice(self):
return self._best.price if self._best is not None else None
def _update(self, best):
self._best = best
self.bestPrice.fire(self)
def _onTraded(self, value):
self.link.send(_(self.lastTrade, value).set)
def _onBestChanged(self, queue):
best = queue.best
self.link.send(_(self, best)._update)
@property
def best(self):
return self._best
@property
def empty(self):
return self._best is None
class Queue_Impl(Queue_Base):
def __init__(self):
self.queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPriceImpl(self)
self.lastTrade = LastTradeImpl()
self.queue.lastTrade += _(self)._onTraded
self.reset()
def reset(self):
self._best = self.queue.best
self._lastT = 0
@property
def side(self):
return self.queue.side
@property
def lastPrice(self):
return self._best.price if self._best is not None else None
def _update(self, best):
self._best = best
self.bestPrice.fire(self)
def _onTraded(self, value):
self.link.send(_(self.lastTrade, value).set)
def _onBestChanged(self, queue):
best = queue.best
self.link.send(_(self, best)._update)
@property
def best(self):
return self._best
@property
def empty(self):
return self._best is None
def __init__(self):
self.queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPriceImpl(self)
self.lastTrade = LastTradeImpl()
self.queue.lastTrade += _(self)._onTraded
self.reset()
def __init__(self):
self.queue.bestPrice += _(self)._onBestChanged
self.bestPrice = BestPriceImpl(self)
self.lastTrade = LastTradeImpl()
self.queue.lastTrade += _(self)._onTraded
self.reset()
