def __init__(self, rest_book): self.bids = OrderTree() self.asks = OrderTree() for bid in rest_book.bids: self.bids.insert_price(bid.price, bid.amount, bid.oid) for ask in rest_book.asks: self.asks.insert_price(ask.price, ask.amount, ask.oid)
def __init__(self, tick_size=0.0001): self.tape = deque(maxlen=None) # Index[0] is most recent trade self.bids = OrderTree() self.asks = OrderTree() self.last_tick = None self.last_timestamp = 0 self.tick_size = tick_size self.time = 0 self.next_order_id = 0
def __init__(self, tick_size = 0.0001): self.tape = deque(maxlen=None) # Index [0] is most recent trade self.bids = OrderTree() self.asks = OrderTree() self.lastTick = None self.lastTimestamp = 0 self.tickSize = tick_size self.time = 0 self.nextQuoteID = 0 self.traderPool = {}
def __init__(self): ''' @summary: initialization of OrderBook @mem bids: an ordertree for bids orders @mem asks: an ordertree for asks orders @mem time: maintain the current time in the orderbook ''' self.bids = OrderTree() self.asks = OrderTree() self.last_timestamp = 0 self.time = 0 self.next_order_id = 0
def __init__(self): self.bid = OrderTree() self.ask = OrderTree() self.time = 0