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algosim fixes #15

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Merged
merged 1 commit into from
Jul 23, 2019
Merged

algosim fixes #15

merged 1 commit into from
Jul 23, 2019

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joequant
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remove unneeded args and add cancel_all

@dyn4mik3 dyn4mik3 merged commit 5dbd18b into dyn4mik3:master Jul 23, 2019
@@ -164,6 +163,18 @@ def process_line(order_book, line, output=True):
if line['type'] == 'cancel':
order_book.cancel_order(line['side'],
line['order_id'])
elif line['type'] == 'cancel_all':
if line['side'] == "bid":
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you would need to decide if you use double or single quotes convention @joequant @dyn4mik3 :)

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3 participants