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Order.py
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59 lines (43 loc) · 1.54 KB
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from enum import Enum
from time import time
class Side(Enum):
BUY = 0
SELL = 1
class Order(object):
def __init__(self, order_id: int):
self.order_id = order_id
self.time = int(1e6 * time())
def __getType__(self):
return self.__class__
class CancelOrder(Order):
def __init__(self, order_id):
super().__init__(order_id)
def __repr__(self):
return "Cancel Order: {}.".format(self.order_id)
class MarketOrder(Order):
def __init__(self, order_id: int, side: Side, size: int):
super().__init__(order_id)
self.side = side
self.size = self.remainingToFill = size
def __repr__(self):
return "Market Order: {0} {1} units.".format(
"BUY" if self.side == Side.BUY else "SELL",
self.RemainingToFill)
class LimitOrder(MarketOrder):
def __init__(self, order_id: int, side: Side, size: int, price: int):
super().__init__(order_id, side, size)
self.price = price
def __lt__(self, other):
if self.price != other.price:
if self.side == Side.BUY:
return self.price > other.price
else:
return self.price < other.price
elif self.time != other.time:
return self.time < other.time
elif self.size != other.size:
self.size < other.size
def __repr__(self):
return 'Limit Order: {0} {1} units at {2}.'.format(
"BUY" if self.side == Side.BUY else "SELL",
self.remainingToFill, self.price)