Much of this code looks like it's straight from github.com/ab24v07/PyLOB which is under the MIT license. You must retain the original copyright with the MIT license.

I have installed orderbook by pip, but I get this error when I import it：

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\50395\Desktop\CLOB\venv\lib\site-packages\orderbook\__init__.py", line 1, in <module>
    from orderbook import OrderBook
ImportError: cannot import name 'OrderBook' from 'orderbook' (C:\Users\50395\Desktop\CLOB\venv\lib\site-packages\orderbook\__init__.py)

Suggestion: use Hypothesis for generating random cases (order lists), and check invariants on them (i.e. same amount of money and shares before/after matching).

Hi, I'm the author of sortedcontainers and noticed that you're using the bintrees module. If you look at the PyPI page for bintrees then you'll see that development has stopped and sortedcontainers is recommended instead.

I'd love to see sortedcontainers used in more places. If I created a pull request which replaced bintrees with sortedcontainers, would that be merged?

When trying to use from orderbook import OrderBook I get ImportError: cannot import name 'OrderBook' from partially initialized module 'orderbook'

line 138 orderbook.py (prce => price)

For a limit order

quote = {
'type' : 'limit',
'side' : 'bid',
'quantity' : 6,
'price' : 108.2,
'trade_id' : 001
}

it maybe ：
quote = {
'type' : 'limit',
‘symbol': 'GOOG'
'side' : 'bid',
'quantity' : 6,
'price' : 108.2,
'trade_id' : 001
}

if want to cancel a order by order_id, we need to know the symbol then find the orderbook which is not efficient, we may need a OrderBooks class. which has a global order_map, and many orderbook

Hello @dyn4mik3 and merry christmas!

I'm cooking up an idea with a friend and we would like to use your OrderBook source code, hope it's alright, but we need to have a database storing all the information.

Could you give me some light on how could I modify the script to use it with MongoDB?

Thank you

Hi, there is a non termination bug while traversing an orderlist (printing the orderbook) after modifying an order with a larger quantity. A minimum reproducible example is available in this gist.

The output from running the minimum reproducible example, a manual control C (keyboard interupt) has to be executed to terminate the program:

***Bids***
10@1/0 - 1
20@1/1 - 2
30@1/2 - 3

***Asks***

***Trades***


^CTraceback (most recent call last):
  File "test_modify_orders.py", line 39, in <module>
    print(order_book)
  File "/Users/hadron0/gitHubRepo/OrderBook/orderbook/orderbook.py", line 222, in __str__
    tempfile.write('%s' % value)
  File "/Users/hadron0/gitHubRepo/OrderBook/orderbook/orderlist.py", line 102, in __str__
    temp_file.write("%s\n" % str(order))
  File "/Users/hadron0/gitHubRepo/OrderBook/orderbook/order.py", line 39, in __str__
    self.trade_id, self.timestamp)
KeyboardInterrupt