(self, order)
| 77 | self.reset_book() |
| 78 | |
| 79 | def add(self, order): |
| 80 | order = { |
| 81 | 'id': order.get('order_id') or order['id'], |
| 82 | 'side': order['side'], |
| 83 | 'price': Decimal(order['price']), |
| 84 | 'size': Decimal(order.get('size') or order['remaining_size']) |
| 85 | } |
| 86 | if order['side'] == 'buy': |
| 87 | bids = self.get_bids(order['price']) |
| 88 | if bids is None: |
| 89 | bids = [order] |
| 90 | else: |
| 91 | bids.append(order) |
| 92 | self.set_bids(order['price'], bids) |
| 93 | else: |
| 94 | asks = self.get_asks(order['price']) |
| 95 | if asks is None: |
| 96 | asks = [order] |
| 97 | else: |
| 98 | asks.append(order) |
| 99 | self.set_asks(order['price'], asks) |
| 100 | |
| 101 | def remove(self, order): |
| 102 | price = Decimal(order['price']) |
no test coverage detected