Metadata-Version: 1.0
Name: OrderBook
Version: 0.1.1
Summary: Limit Order Book Trading Engine
Home-page: http://pypi.python.org/pypi/OrderBook/
Author: Michael Nguyen
Author-email: dyn4mik3@gmail.com
License: LICENSE.txt
Description: OrderBook
        =========
        
        Matching engine based on a limit order book written in Python.
        
        Features:
        * Standard price-time priority
        * Supports both market and limit orders
        * Add, cancel, update orders
        
        Requirements:
        * bintrees
        
        Key Functions
        =============
        
        process_order
        
        cancel_order
        
        modify_order
        
        get_volume_at_price
        
        get_best_bid
        
        get_best_ask
        
        Data Structure
        ==============
        
        Orders are sent to the order book using the process_order function. The Order is created using a quote.
        
        ```python
        # For a limit order
        quote = {'type' : 'limit',
                 'side' : 'bid', 
                 'quantity' : 6, 
                 'price' : 108.2, 
                 'trade_id' : 001}
                 
        # and for a market order:
        quote = {'type' : 'market',
                 'side' : 'ask', 
                 'quantity' : 6, 
                 'trade_id' : 002}
        ```
        
        
        
Platform: UNKNOWN
