Open lfjbb opened 3 years ago
quote = { 'type' : 'limit', 'side' : 'bid', 'quantity' : 6, 'price' : 108.2, 'trade_id' : 001 }
it maybe ： quote = { 'type' : 'limit', ‘symbol': 'GOOG' 'side' : 'bid', 'quantity' : 6, 'price' : 108.2, 'trade_id' : 001 }
if want to cancel a order by order_id, we need to know the symbol then find the orderbook which is not efficient, we may need a OrderBooks class. which has a global order_map, and many orderbook
For a limit order
quote = { 'type' : 'limit', 'side' : 'bid', 'quantity' : 6, 'price' : 108.2, 'trade_id' : 001 }
it maybe ： quote = { 'type' : 'limit', ‘symbol': 'GOOG' 'side' : 'bid', 'quantity' : 6, 'price' : 108.2, 'trade_id' : 001 }
if want to cancel a order by order_id, we need to know the symbol then find the orderbook which is not efficient, we may need a OrderBooks class. which has a global order_map, and many orderbook