Module SimEconomica.Order

Classes

class ActorOrderRecord (Side: bool, Price: int, Quantity: int)

ActorOrderRecord(Side: bool, Price: int, Quantity: int)

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@dataclass
class ActorOrderRecord(object):
    Side: bool
    Price: int
    Quantity: int

Class variables

var Price : int

var Quantity : int

var Side : bool

class BaseOrderResult

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class BaseOrderResult(object):
    pass

Subclasses

• OrderResult

class Match (Bid: Order, Ask: Order)

Match(Bid: SimEconomica.Order.Order, Ask: SimEconomica.Order.Order)

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@dataclass
class Match(object):
    Bid: Order
    Ask: Order

    @property
    def Quantity(self) -> int:
        return self.Bid.Quantity

Class variables

var Ask : Order

var Bid : Order

Instance variables

var Quantity : int

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@property
def Quantity(self) -> int:
    return self.Bid.Quantity

class Order (ID: int, CreatorID: int, Side: bool, Price: int, Quantity: int)

Order object sent from actor to market. Side is false for buy, true for sell

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@dataclass
class Order(object):
    """
        Order object sent from actor to market. Side is false for buy, true for sell
    """
    ID: int
    CreatorID: int
    Side: bool
    Price: int
    Quantity: int

Class variables

var CreatorID : int

var ID : int

var Price : int

var Quantity : int

var Side : bool

class OrderResult (MarketID: int, IsMatched: bool, Side: bool, Quantity: int, OrderPrice: int, ClearingPrice: int)

Data sent from Market to Actor, since no records of trades in actor

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@dataclass
class OrderResult(BaseOrderResult):
    """
        Data sent from Market to Actor, since no records of trades in actor
    """
    MarketID: int
    IsMatched: bool
    Side: bool
    Quantity: int
    OrderPrice: int
    ClearingPrice: int

    @classmethod
    def FromMatchedOrder(cls, marketID: int, clearingPrice: int, order: Order) -> "OrderResult":
        return OrderResult(marketID, True, order.Side, order.Quantity, order.Price, clearingPrice)

    @classmethod
    def FromRejectedOrder(cls, marketID: int, clearingPrice: int, order: Order) -> "OrderResult":
        return OrderResult(marketID, False, order.Side, order.Quantity, order.Price, clearingPrice)

Ancestors

• BaseOrderResult

Class variables

var ClearingPrice : int

var IsMatched : bool

var MarketID : int

var OrderPrice : int

var Quantity : int

var Side : bool

Static methods

def FromMatchedOrder(marketID: int, clearingPrice: int, order: Order) ‑> OrderResult

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@classmethod
def FromMatchedOrder(cls, marketID: int, clearingPrice: int, order: Order) -> "OrderResult":
    return OrderResult(marketID, True, order.Side, order.Quantity, order.Price, clearingPrice)

def FromRejectedOrder(marketID: int, clearingPrice: int, order: Order) ‑> OrderResult

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@classmethod
def FromRejectedOrder(cls, marketID: int, clearingPrice: int, order: Order) -> "OrderResult":
    return OrderResult(marketID, False, order.Side, order.Quantity, order.Price, clearingPrice)

class WaitingOrder (MarketID: int, Order: Order)

WaitingOrder(MarketID: int, Order: SimEconomica.Order.Order)

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@dataclass
class WaitingOrder(object):
    MarketID: int
    Order: Order

Class variables

var MarketID : int

var Order : Order