def __init__(self, trader): Base.__init__(self, trader) self._trader = trader self.matched = OrderedDict() self.pending = OrderedDict() self.cancelled = OrderedDict() self.allCancelled = event.Event() self.amount = 0
def _onOrderSent(self, order): Base._onOrderSent(self, order) if 'volume' in dir(order): self.pending[order] = [State(self.time, 0, order.volume)]