Replace bintrees with sortedcontainers

[grantjenks]

Replace bintrees with sortedcontainers.

[nengine]

Hello, Would it also make sense to replace OrderList class with SortedList instead? Since it is just a collection of orders, not so sure advantage of handling "doubly linked list of Orders" manually, as it would be handled by SortedList already!

    # ordertree.py
    def create_price(self, price):
        self.depth += 1 # Add a price depth level to the tree
        new_list = OrderList()
        self.price_tree.insert(price, new_list) # Insert a new price into the tree
        self.price_map[price] = new_list # Can i just get this by using self.price_tree.get_value(price)? Maybe this is faster though.

[BeOleg]

Hi! I would like to learn what is the advantage of this diff? more speed?

[nengine]

SortedKeyList already handles sorting whenever items are added, removed and it does seem to be optimized for this kind of scenarios, so just my thought. Nothing wrong with rolling your own double linked list to do so. See example below.

orderlist.py

class OrderList(SortedKeyList):
    def __init__(self, iterable=None, key=None):
        super().__init__(iterable=iterable, key=key)

    def __str__(self):
        from six.moves import cStringIO as StringIO
        temp_file = StringIO()
        for order in self:
            temp_file.write("%s\n" % str(order))
        return temp_file.getvalue()

ordertree.py

    def create_price(self, price):
        self.depth += 1 # Add a price depth level to the tree        
        self.price_map[price] = OrderList(key = lambda order: (order.timestamp, order.order_id))