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
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