OrderBook.py File Reference

Classes
class	pyRT.gatea.OMS.OrderBook.LiveOrderDB
	DataBase of OrderBooks and live orders. More...
class	pyRT.gatea.OMS.OrderBook.Order
	A single Live Order. More...
class	pyRT.gatea.OMS.OrderBook.OrderBook
	Generic Order Book. More...
class	pyRT.gatea.OMS.OrderBook.PrcLvl
	Gender-Neutral Price Level Container. More...
class	pyRT.gatea.OMS.OrderBook.PriceLevel
	Price Level - Bid or Ask - with 1 or more Orders in an OrderBook. More...

Namespaces
	pyRT.gatea.OMS.OrderBook
	Live Order Book with Orders, Price Levels, etc.

Functions
def	pyRT.gatea.OMS.OrderBook.Cancel
	Zero out remaining quantity and remove from PriceLevel. More...
def	pyRT.gatea.OMS.OrderBook.Dump
	Return CSV of Side,Price,Size,Leaves,ID. More...
def	pyRT.gatea.OMS.OrderBook.Fill
	print( 'Modify. More...
def	pyRT.gatea.OMS.OrderBook.NormalizedQty
	Normalized Quantity : l_QtyMult applied. More...
def	pyRT.gatea.OMS.OrderBook.OrderDump2MDEntry
	Convert CSV from Order.Dump() to MDEntry. More...

Variables
	pyRT.gatea.OMS.OrderBook._LeavesQty
	pyRT.gatea.OMS.OrderBook._Time