Is using lob.py enough?

Question

Is using lob.py enough?

adacumos opened this issue 6 years ago · 5 comments

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

Answer 1 · 2018-08-12T13:43:44.000Z

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

Answer 2 · 2018-08-13T10:10:16.000Z

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

Answer 3 · 2018-08-13T10:21:28.000Z

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

Answer 4 · 2018-08-13T23:33:10.000Z

@tcccapinfo cool e-mail me at arvindacumos@gmail.com thanks

Answer 5 · 2018-08-31T19:12:16.000Z

@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 wardbradt5@gmail.com if email is preferred.