예제 #1
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 def __init__(self):
     from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
     self.name = self.orderbook.label
     self._digitsToShow = self.orderbook._digitsToShow
     BookBase.__init__(self, # TODO: dependency tracking
                       RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
                       RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
예제 #2
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 def __init__(self):
     from marketsim.gen._out.orderbook._remotequeueimpl import RemoteQueueImpl
     self.name = self.orderbook.label
     self._digitsToShow = self.orderbook._digitsToShow
     BookBase.__init__(
         self,  # TODO: dependency tracking
         RemoteQueueImpl(self.orderbook.bids, self, self.link.down),
         RemoteQueueImpl(self.orderbook.asks, self, self.link.down))
예제 #3
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    def __init__(self):

        self.name = self.orderbook.label
        self._digitsToShow = self.orderbook._digitsToShow
        BookBase.__init__(
            self,  # TODO: dependency tracking
            Queue(self.orderbook.bids, self, self.link.down),
            Queue(self.orderbook.asks, self, self.link.down))
예제 #4
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        BookBase.__init__(self, Bids(self.tickSize, self),
                          Asks(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None  #marketOrderFee
        self._limitOrderFee = None  #limitOrderFee
        self._cancelOrderFee = None  #cancelOrderFee
예제 #5
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        from marketsim.gen._out.orderbook._asksimpl import AsksImpl
        from marketsim.gen._out.orderbook._bidsimpl import BidsImpl

        BookBase.__init__(self, BidsImpl(self.tickSize, self),
                          AsksImpl(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None  #marketOrderFee
        self._limitOrderFee = None  #limitOrderFee
        self._cancelOrderFee = None  #cancelOrderFee
예제 #6
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    def __init__(self):
        """ Initializes empty order book with given tick size
        """
        from marketsim.gen._out.orderbook._asksimpl import AsksImpl
        from marketsim.gen._out.orderbook._bidsimpl import BidsImpl

        BookBase.__init__(self,
                          BidsImpl(self.tickSize, self),
                          AsksImpl(self.tickSize, self))

        self._asks._digitsToShow = self._digitsToShow
        self._bids._digitsToShow = self._digitsToShow

        self._marketOrderFee = None #marketOrderFee
        self._limitOrderFee =  None #limitOrderFee
        self._cancelOrderFee =  None #cancelOrderFee