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Is using lob.py enough? #18

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adacumos opened this issue Aug 12, 2018 · 5 comments
Closed

Is using lob.py enough? #18

adacumos opened this issue Aug 12, 2018 · 5 comments

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@adacumos
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Thanks for your implementation on this one, I looking at integrating it on my python based trading algorithm and would like to ask if just by using lob.py will suffice to use your orderbook? Or do I have to compile C implementation keep it running on the background?

TIA

@deepbrook
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The C implementation is fully tested and working as expected - the python implementation, however, is not. I recommend using the C implementation.

@adacumos
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Have you got some samples in C on how to consume your orderbook implementation?

@ghost
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ghost commented Aug 13, 2018

@cofibit I can help you offline. You have an email?

@adacumos
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@tcccapinfo cool e-mail me at [email protected] thanks

@wardbradt
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wardbradt commented Aug 31, 2018

@tcccapinfo I am also trying to understand how to use this.

If I have Limit *root as the root of the tree, and I want to add Order* order to the tree, how do I do so?
I believe I have to use pushOrder(Limit *limit, Order *newOrder) but how do I get limit (the Limit where limitPrice == newOrder->limit)? Does it require an additional function to iterate through the tree and find limit? My email is [email protected] if email is preferred.

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3 participants