def __refresh_order(self, order: Order):
"""
:param order: order to refresh
Refreshes the order if its visible quantity is exhausted.
If the real quantity is exhausted, removes from the list.
"""
if order.quantity == 0:
orders_list = self.__get_orders_list(order)
orders_list.remove(order)
if order.hidden_quantity > 0:
order.timestamp = self.__get_timestamp()
difference = min(order.peak, order.hidden_quantity)
order.quantity += difference
order.hidden_quantity -= difference
orders_list.add(order)
def add(self, order: Order):
"""
:param order: order being added to the order book
Adds an order to the order book.
Executes all possible transactions if possible
and then returns the order book state.
"""
order.timestamp = self.__get_timestamp()
self.__get_orders_list(order).add(order)
self.last_transactions.clear()
while order.quantity > 0:
matched_order = self.__match_order(order)
if matched_order:
self.__make_transaction(order, matched_order)
self.__refresh_order(order)
else:
break
