Esempio n. 1
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 def __init__(self):
     from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
     self.name = self.orderbook.label
     self._digitsToShow = self.orderbook._digitsToShow
     BookBase.__init__(self, # TODO: dependency tracking
                       RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
                       RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
Esempio n. 2
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 def __init__(self):
     from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
     self.name = self.orderbook.label
     self._digitsToShow = self.orderbook._digitsToShow
     BookBase.__init__(
         self,  # TODO: dependency tracking
         RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
         RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
Esempio n. 3
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 def process(self, order):
     from marketsim.gen._out._iorder import IOrder
     if isinstance(order, IOrder):
         BookBase.process(self, order)
     else:
         #if 'callback' in dir(order):
         #    order.callback = _(self, order.callback)._sendToDownLink
         self._upLink.send(_(self.orderbook, order).process)
Esempio n. 4
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    def __init__(self):

        self.name = self.orderbook.label
        self._digitsToShow = self.orderbook._digitsToShow
        BookBase.__init__(
            self,  # TODO: dependency tracking
            Queue(self.orderbook.bids, self, self.link.down),
            Queue(self.orderbook.asks, self, self.link.down))
Esempio n. 5
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 def process(self, order):
     from marketsim.gen._out._iorder import IOrder
     if isinstance(order, IOrder):
         BookBase.process(self, order)
     else:
         #if 'callback' in dir(order):
         #    order.callback = _(self, order.callback)._sendToDownLink
         self._upLink.send(_(self.orderbook, order).process)
Esempio n. 6
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        BookBase.__init__(self, Bids(self.tickSize, self),
                          Asks(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None  #marketOrderFee
        self._limitOrderFee = None  #limitOrderFee
        self._cancelOrderFee = None  #cancelOrderFee
Esempio n. 7
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        from marketsim.gen._out.orderbook._asksimpl import AsksImpl
        from marketsim.gen._out.orderbook._bidsimpl import BidsImpl

        BookBase.__init__(self, BidsImpl(self.tickSize, self),
                          AsksImpl(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None  #marketOrderFee
        self._limitOrderFee = None  #limitOrderFee
        self._cancelOrderFee = None  #cancelOrderFee
Esempio n. 8
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        from marketsim.gen._out.orderbook._asksimpl import AsksImpl
        from marketsim.gen._out.orderbook._bidsimpl import BidsImpl

        BookBase.__init__(self,
                          BidsImpl(self.tickSize, self),
                          AsksImpl(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None #marketOrderFee
        self._limitOrderFee =  None #limitOrderFee
        self._cancelOrderFee =  None #cancelOrderFee