Use sorted dict for orders
ridulfo opened this issue · 0 comments
ridulfo commented
By using a sorted dictionary the same sorted quality would exist, but with the added benefit of being able to cancel an order in O(log(n)) (sortedcontainers have that time complexity for deletion for some reason...)
From http://www.grantjenks.com/docs/sortedcontainers/_modules/sortedcontainers/sorteddict.html
def __delitem__(self, key):
"""Remove item from sorted dict identified by `key`.
``sd.__delitem__(key)`` <==> ``del sd[key]``
Runtime complexity: `O(log(n))` -- approximate.
>>> sd = SortedDict({'a': 1, 'b': 2, 'c': 3})
>>> del sd['b']
>>> sd
SortedDict({'a': 1, 'c': 3})
>>> del sd['z']
Traceback (most recent call last):
...
KeyError: 'z'
:param key: `key` for item lookup
:raises KeyError: if key not found
"""
self._dict_delitem(key)
self._list_remove(key)
Currently I believe it is O(nLog(n)):
for order in self.bids:
if incomingOrder.order_id == order.order_id:
self.bids.discard(order)
break