| Name | litebook JSON |
| Version |
0.0.1
JSON |
| download |
| home_page | None |
| Summary | A fast limit order book in Python utilizing a Rust backend |
| upload_time | 2025-01-28 01:57:47 |
| maintainer | None |
| docs_url | None |
| author | None |
| requires_python | >=3.10 |
| license | MIT License |
| keywords |
limit order book
order book
|
| VCS |
 |
| bugtrack_url |
|
| requirements |
No requirements were recorded.
|
| Travis-CI |
No Travis.
|
| coveralls test coverage |
No coveralls.
|
# litebook
[](https://pepy.tech/project/litebook) [](https://github.com/pnxenopoulos/litebook/actions/workflows/build.yml) [](https://github.com/pnxenopoulos/litebook/blob/main/LICENSE)
A fast and performant limit order book in Python utilizing a Rust backend. Install it with
```shell
pip install litebook
```
## Using litebook
Get started with litebook using the following example:
```python
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](https://github.com/pnxenopoulos/litebook/issues) if you need help or have a feature request.
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"description": "# litebook\n\n[](https://pepy.tech/project/litebook) [](https://github.com/pnxenopoulos/litebook/actions/workflows/build.yml) [](https://github.com/pnxenopoulos/litebook/blob/main/LICENSE)\n\nA fast and performant limit order book in Python utilizing a Rust backend. Install it with\n\n```shell\npip install litebook\n```\n\n## Using litebook\nGet started with litebook using the following example:\n\n```python\nimport litebook as lb\n\n# Create an OrderBook\norderbook = lb.OrderBook(tick_size=0.01)\n\n# Create some orders (this not _add_ the order!)\nbuy_order = book.create_order(lb.OrderType.Buy, price=10.05, quantity=10.0)\nsell_order = book.create_order(lb.OrderType.Sell, price=10.05, quantity=5.0)\n\n# Add the orders (this returns a list of Fill objects)\n_no_fills = book.add(buy_order)\nfills = book.add(sell_order)\n\n# Check the fill\nprint(fill)\n\n# Check the status of the remainder of the open buy order\n# DO NOT rely on the previous `buy_order` or `sell_order` objects\n# to be updated! Fetch them from the book, instead\nopen_buy_order = orderbook.get_order(buy_order.id)\n```\n\n#### Need help?\nPlease [open an issue](https://github.com/pnxenopoulos/litebook/issues) if you need help or have a feature request.\n",
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