litebook
A fast and performant limit order book in Python utilizing a Rust backend. Install it with
pip install litebook
Using litebook
Get started with litebook using the following example:
import litebook as lb
# Create an OrderBook
orderbook = lb.OrderBook(tick_size=0.01)
# Create some orders (this not _add_ the order!)
buy_order = book.create_order(lb.OrderType.Buy, price=10.05, quantity=10.0)
sell_order = book.create_order(lb.OrderType.Sell, price=10.05, quantity=5.0)
# Add the orders (this returns a list of Fill objects)
_no_fills = book.add(buy_order)
fills = book.add(sell_order)
# Check the fill
print(fill)
# Check the status of the remainder of the open buy order
# DO NOT rely on the previous `buy_order` or `sell_order` objects
# to be updated! Fetch them from the book, instead
open_buy_order = orderbook.get_order(buy_order.id)
Need help?
Please open an issue if you need help or have a feature request.
1 maintainer
Metadata
1 maintainer
Release files for litebook 0.0.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
Total release size: 5.1 MB
Release files / litebook-0.0.1-cp313-cp313-win_amd64.whl
| Download URL | litebook-0.0.1-cp313-cp313-win_amd64.whl |
|---|---|
| Size | 182.4 kB |
| Tags | CPython 3.13 Windows x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp313-cp313-win32.whl
| Download URL | litebook-0.0.1-cp313-cp313-win32.whl |
|---|---|
| Size | 172.3 kB |
| Tags | CPython 3.13 Windows x86-32 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | litebook-0.0.1-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
|---|---|
| Size | 328.0 kB |
| Tags | CPython 3.13 Linux glibc 2.17+ x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp313-cp313-macosx_11_0_arm64.whl
| Download URL | litebook-0.0.1-cp313-cp313-macosx_11_0_arm64.whl |
|---|---|
| Size | 286.3 kB |
| Tags | CPython 3.13 macOS 11.0+ ARM64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp313-cp313-macosx_10_12_x86_64.whl
| Download URL | litebook-0.0.1-cp313-cp313-macosx_10_12_x86_64.whl |
|---|---|
| Size | 293.0 kB |
| Tags | CPython 3.13 macOS 10.12+ x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp312-cp312-win_amd64.whl
| Download URL | litebook-0.0.1-cp312-cp312-win_amd64.whl |
|---|---|
| Size | 182.0 kB |
| Tags | CPython 3.12 Windows x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp312-cp312-win32.whl
| Download URL | litebook-0.0.1-cp312-cp312-win32.whl |
|---|---|
| Size | 172.3 kB |
| Tags | CPython 3.12 Windows x86-32 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | litebook-0.0.1-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
|---|---|
| Size | 327.6 kB |
| Tags | CPython 3.12 Linux glibc 2.17+ x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp312-cp312-macosx_11_0_arm64.whl
| Download URL | litebook-0.0.1-cp312-cp312-macosx_11_0_arm64.whl |
|---|---|
| Size | 286.4 kB |
| Tags | CPython 3.12 macOS 11.0+ ARM64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp312-cp312-macosx_10_12_x86_64.whl
| Download URL | litebook-0.0.1-cp312-cp312-macosx_10_12_x86_64.whl |
|---|---|
| Size | 293.5 kB |
| Tags | CPython 3.12 macOS 10.12+ x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp311-cp311-win_amd64.whl
| Download URL | litebook-0.0.1-cp311-cp311-win_amd64.whl |
|---|---|
| Size | 181.3 kB |
| Tags | CPython 3.11 Windows x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp311-cp311-win32.whl
| Download URL | litebook-0.0.1-cp311-cp311-win32.whl |
|---|---|
| Size | 172.0 kB |
| Tags | CPython 3.11 Windows x86-32 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | litebook-0.0.1-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
|---|---|
| Size | 327.6 kB |
| Tags | CPython 3.11 Linux glibc 2.17+ x86-64 |
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No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp311-cp311-macosx_11_0_arm64.whl
| Download URL | litebook-0.0.1-cp311-cp311-macosx_11_0_arm64.whl |
|---|---|
| Size | 290.5 kB |
| Tags | CPython 3.11 macOS 11.0+ ARM64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp311-cp311-macosx_10_12_x86_64.whl
| Download URL | litebook-0.0.1-cp311-cp311-macosx_10_12_x86_64.whl |
|---|---|
| Size | 298.6 kB |
| Tags | CPython 3.11 macOS 10.12+ x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp310-cp310-win_amd64.whl
| Download URL | litebook-0.0.1-cp310-cp310-win_amd64.whl |
|---|---|
| Size | 181.2 kB |
| Tags | CPython 3.10 Windows x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp310-cp310-win32.whl
| Download URL | litebook-0.0.1-cp310-cp310-win32.whl |
|---|---|
| Size | 171.9 kB |
| Tags | CPython 3.10 Windows x86-32 |
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SHA-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | litebook-0.0.1-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
|---|---|
| Size | 327.8 kB |
| Tags | CPython 3.10 Linux glibc 2.17+ x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp310-cp310-macosx_11_0_arm64.whl
| Download URL | litebook-0.0.1-cp310-cp310-macosx_11_0_arm64.whl |
|---|---|
| Size | 290.7 kB |
| Tags | CPython 3.10 macOS 11.0+ ARM64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
Release files / litebook-0.0.1-cp310-cp310-macosx_10_12_x86_64.whl
| Download URL | litebook-0.0.1-cp310-cp310-macosx_10_12_x86_64.whl |
|---|---|
| Size | 298.6 kB |
| Tags | CPython 3.10 macOS 10.12+ x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.8.1
|
