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
