Order book
Order book implementation.
Matching engine
Order book matching engine.
Created on Apr 28, 2013
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class oxberrypis.orderbook.matching_engine.MatchingEngine(callback=None)[source]
Matching engine.
Main class for processing each individual stock, it implements
rules and logic of stock exchange and maintains orders in correct
order. It allows adding, changing, and removing orders.
The book
Order book implementation.
Created on Apr 28, 2013
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class oxberrypis.orderbook.book.OrderBook[source]
Order book.
Keeps order in either demand or supply for single stock.
Order
Order implementation.
Created on Apr 28, 2013
Internal data structures
Fibonacci heap
Fibonacci Heap implementation.
Fibonacci heaps are especially desirable when the number of
extract_min and delete operations is small relative to the
number of other operations performed.
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class oxberrypis.orderbook.fibonacci_heap.FibonacciHeap[source]
Fibonacci heap.
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decrease_key(node, new_key)[source]
Decrease node’s key.
Extract minimum node from the heap.
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front()[source]
Returns minimum node from the heap.
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insert(key, data)[source]
Insert a pair of key and data into the heap.
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is_empty()[source]
Check if the heap is empty.
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class oxberrypis.orderbook.fibonacci_heap.FibonacciHeapNode(key, data)[source]
Fibonacci heap node.
Linked list
Linked lists implementation.
Created on Apr 28, 2013
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class oxberrypis.orderbook.linked_list.LinkedList[source]
Double linked list.
Implementation of double linked list, which is used for keeping orders
at one prize. Ii allows adding a data at the end, removing node by
pointer, getting and extracting first element, and check for empty.
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class oxberrypis.orderbook.linked_list.LinkedListNode(data)[source]
Node in a double linked list.