def __init__(self, signedVolume = None):
from marketsim.gen._out._iorder import IOrder
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
ObservableIOrder.__init__(self)
self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, proto = None):
from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
from marketsim.gen._out._iorder import IOrder
from marketsim import rtti
from marketsim.gen._out._observable import ObservableIOrder
from marketsim import event
ObservableIOrder.__init__(self)
self.proto = proto if proto is not None else _order_Limit_SideFloatFloat()
event.subscribe(self.proto, self.fire, self)
rtti.check_fields(self)
def __init__(self, signedVolume=None):
from marketsim.gen._out._iorder import IOrder
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import rtti
ObservableIOrder.__init__(self)
self.signedVolume = signedVolume if signedVolume is not None else _constant_Float(
1.0)
rtti.check_fields(self)
def __init__(self, side = None, volume = None):
from marketsim.gen._out._iorder import IOrder
from marketsim import rtti
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._constant import constant_Float as _constant_Float
ObservableIOrder.__init__(self)
self.side = side if side is not None else _side_Sell_()
self.volume = volume if volume is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, side=None, volume=None):
from marketsim.gen._out._iorder import IOrder
from marketsim import rtti
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out.side._sell import Sell_ as _side_Sell_
from marketsim.gen._out._constant import constant_Float as _constant_Float
ObservableIOrder.__init__(self)
self.side = side if side is not None else _side_Sell_()
self.volume = volume if volume is not None else _constant_Float(1.0)
rtti.check_fields(self)
def __init__(self, proto = None, lotSize = None):
from marketsim.gen._out.order._limit import Limit_SideFloatFloat as _order_Limit_SideFloatFloat
from marketsim.gen._out._iorder import IOrder
from marketsim import rtti
from marketsim.gen._out._observable import ObservableIOrder
from marketsim.gen._out._constant import constant_Float as _constant_Float
from marketsim import event
ObservableIOrder.__init__(self)
self.proto = proto if proto is not None else _order_Limit_SideFloatFloat()
event.subscribe(self.proto, self.fire, self)
self.lotSize = lotSize if lotSize is not None else _constant_Float(10.0)
rtti.check_fields(self)