예제 #1
0
 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
예제 #2
0
 def _onOrderSent(self, order):
     Base._onOrderSent(self, order)
     if 'volume' in dir(order):
         self.pending[order] = [State(self.time, 0, order.volume)]