class OrderGenerator: def __init__(self, min_ask, max_ask, min_bid, max_bid): self.price_gen = PriceGenerator(min_ask, max_ask, min_bid, max_bid) self.size_gen = OrderSizeGenerator() self.type_gen = OrderTypeGenerator() self.cond_gen = OrderConditionsGenerator() def generateOrder(self, orderid): order_size = self.size_gen.generateOrderSize() order_type = self.type_gen.generateOrderType() order_conditions = self.cond_gen.generateOrderConditions() if order_conditions == OrderConditions.Market: order_price = -1 else: #TODO AHHHH if order_type is OrderType.Buy: order_price = self.price_gen.generateBidPrice() else: order_price = self.price_gen.generateAskPrice() order = Order(order_type, order_price, order_size, order_conditions, orderid) return order
def __init__(self, min_ask, max_ask, min_bid, max_bid): self.price_gen = PriceGenerator(min_ask, max_ask, min_bid, max_bid) self.size_gen = OrderSizeGenerator() self.type_gen = OrderTypeGenerator() self.cond_gen = OrderConditionsGenerator()