def __init__(self):
super(OrderBook, self).__init__()
self._logger = logging.getLogger(self.__class__.__name__)
self._bids = Side()
self._asks = Side()
self.completed_orders = []
def __init__(self, message_repository):
super(OrderBook, self).__init__()
self._logger = logging.getLogger(self.__class__.__name__)
assert isinstance(message_repository,
MessageRepository), type(message_repository)
self.message_repository = message_repository
self._bids = Side()
self._asks = Side()
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
Price(800, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.side = Side()