def __init__(self, symbol, h5_file, prior_day_books, **rest):
BookBuilder.__init__(self, symbol, h5_file, **rest)
if prior_day_books:
self.__bid_book = prior_day_books[0]
self.__ask_book = prior_day_books[1]
else:
self.__bid_book = [None]*__LEVELS__
self.__ask_book = [None]*__LEVELS__
def __init__(self, symbol, h5_file, **rest):
BookBuilder.__init__(self, symbol, h5_file, **rest)
self._bid_orders = {}
self._ask_orders = {}