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obook

Python bindings for the orderbook matching engine, over its C ABI, with the standard library only.

pip install obook        # Linux x86_64 and aarch64 (glibc 2.28+), macOS 12+ on arm64 and x86_64

From a checkout, make python builds the library into the package and runs the tests.

import obook

with obook.Book() as b:
    b.submit(user=1, side=obook.SELL, price=1010, qty=5)
    r = b.submit(user=2, side=obook.BUY, price=1012, qty=3)
    print(r.status.name, b.events(), b.book())

Prices are integer ticks and quantities integer lots. A refused command is a result with a Reason, not an exception. The full interface, and how it is tested, is in docs/PYTHON.md.

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Release files for obook 0.1.0

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Table of built distributions (wheels) for obook 0.1.0
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obook-0.1.0-py3-none-manylinux_2_28_x86_64.whl Python 3 none Linux glibc 2.28+ x86-64 Details
obook-0.1.0-py3-none-manylinux_2_28_aarch64.whl Python 3 none Linux glibc 2.28+ ARM64 Details
obook-0.1.0-py3-none-macosx_12_0_x86_64.whl Python 3 none macOS 12.0+ x86-64 Details
obook-0.1.0-py3-none-macosx_12_0_arm64.whl Python 3 none macOS 12.0+ ARM64 Details

Total release size: 6.0 MB

Release files / obook-0.1.0-py3-none-manylinux_2_28_x86_64.whl

Download URL obook-0.1.0-py3-none-manylinux_2_28_x86_64.whl
Size 2.0 MB
Tags Linux glibc 2.28+ x86-64 Python 3
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Download URL obook-0.1.0-py3-none-manylinux_2_28_aarch64.whl
Size 1.9 MB
Tags Linux glibc 2.28+ ARM64 Python 3
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Download URL obook-0.1.0-py3-none-macosx_12_0_x86_64.whl
Size 1.1 MB
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