from
Order book simulation
by Dimitri Shvorob
(a naive artificial stock market)
|
| OrderWrapper |
classdef OrderWrapper < handle
properties
Order
SizeLeft
end
methods
function[obj] = OrderWrapper(order)
obj.Order = order;
obj.SizeLeft = order.Size;
end
function update(obj,trade)
obj.SizeLeft = obj.SizeLeft - trade.Size;
end
function disp(obj)
disp(class(obj))
disp(obj.Order)
disp(struct('SizeLeft',obj.SizeLeft))
end
function shortdisp(obj)
o = obj.Order;
if strcmp(o.Type,'LIM')
p = sprintf('%6.2f or better',o.Price);
else
p = 'MKT';
end
fprintf('%s %d at %s\n',o.Side,obj.SizeLeft,p)
end
end
end
|
|
Contact us at files@mathworks.com