Orderbook Simulation
OrderbookSim is a C++ application simulating a financial market order book. It efficiently manages and matches buy and sell orders while calculating the Volume-Weighted Average Price (VWAP).
Namespaces | Functions | Variables
OrderbookView.py File Reference

Namespaces

 OrderbookView
 

Functions

def OrderbookView.load_json (filename)
 
def OrderbookView.create_table (frame, headers, data)
 
def OrderbookView.refresh_data ()
 
def OrderbookView.update_table (frame, headers, data)
 

Variables

 OrderbookView.root = tk.Tk()
 
 OrderbookView.notebook = ttk.Notebook(root)
 
 OrderbookView.expand
 
 OrderbookView.True
 
 OrderbookView.fill
 
 OrderbookView.frame_sell_orders = tk.Frame(notebook)
 
 OrderbookView.frame_buy_orders = tk.Frame(notebook)
 
 OrderbookView.frame_purchases = tk.Frame(notebook)
 
 OrderbookView.frame_live_sell_orders = tk.Frame(notebook)
 
 OrderbookView.frame_live_buy_orders = tk.Frame(notebook)
 
 OrderbookView.text
 
list OrderbookView.sell_order_headers = ["order_id", "order_type", "price", "quantity", "side", "time"]
 
list OrderbookView.buy_order_headers = ["order_id", "order_type", "price", "quantity", "side", "time"]
 
list OrderbookView.purchase_headers = ["price", "quantity", "time"]
 
list OrderbookView.live_sell_order_headers = ["order_id", "order_type", "price", "quantity", "side", "time"]
 
list OrderbookView.live_buy_order_headers = ["order_id", "order_type", "price", "quantity", "side", "time"]