engine package¶
Submodules¶
engine.engine module¶
The engine module is only responsible for executing market orders.
- fastlob.engine.engine.execute(order, side)¶
Execute a market order at a given side.
- Return type:
- fastlob.engine.engine.fill_last_order(side, order, result)¶
Partially fill the last order left with what’s left of our order.
- fastlob.engine.engine.fill_whole_limits(side, order, result)¶
While the order to execute is larger than entire limits, fill them.
- Return type:
bool
- fastlob.engine.engine.fill_whole_orders(side, order, result)¶
While the order to execute is larger than whole orders, fill them.
- Return type:
bool
- fastlob.engine.engine.mk_oop_msg(p, q)¶
- fastlob.engine.engine.oop(order, lim_price)¶
True if order is out of price.
- Return type:
bool
Module contents¶
The engine module is only responsible for executing market orders.