updated formatting and fixed minor bugs

Author: shuaiyuancn

book.py

@@ -1,94 +1,100 @@
 #!/usr/bin/python
 
-import sys
 from collections import deque
-from bintrees import FastRBTree
-from order import Order
-from orderList import OrderList
+
 from tick import Bid, Ask, Trade
 from tree import Tree
 
+
+def parseCsv(columns, line):
+    """
+    Parse a CSV line that has ',' as a separator.
+    Columns is a list of the column names, must match the number of
+    comma-separated values in the input line.
+    """
+    data = {}
+    split = line.split(',')
+    for idx, name in enumerate(columns):
+        data[name] = split[idx]
+    return data
+
+
 class Book(object):
-	def __init__(self):
-		self.trades = deque(maxlen=100) # Index [0] is most recent trade
-		self.bids = Tree()
-		self.asks = Tree()
-		self.lastTick = None
-		self.lastTimestamp = 0
-	def parseCsv(self, columns, line):
-		'''
-		Parse a CSV line that has ',' as a separator.
-		Columns is a list of the column names, must match the number of
-		comma-separated values in the input line.
-		'''
-		data = {}
-		split = line.split(',')
-		for idx,name in enumerate(columns):
-			data[name] = split[idx]
-		return data
-	def processBidAsk(self,tick):
-		'''
-		Generic method to process bid or ask.
-		'''
-		tree = self.asks
-		if tick.isBid:
-			tree = self.bids
-		if tick.qty == 0:
-			# Quantity is zero -> remove the entry
-			tree.removeOrderById(tick.idNum)
-		else:
-			if tree.orderExists(tick.idNum):
-				tree.updateOrder(tick)
-			else:
-				# New order
-				tree.insertTick(tick)
-	def bid(self,tick):
-		columns = ['event','symbol','exchange','idNum','qty','price','timestamp']
-		data = self.parseCsv(columns,tick)
-		bid = Bid(data)
-		if bid.timestamp > self.lastTimestamp:
-			self.lastTimestamp = bid.timestamp
-		self.lastTick = bid
-		self.processBidAsk(bid)
-	def ask(self,tick):
-		columns = ['event','symbol','exchange','idNum','qty','price','timestamp']
-		data = self.parseCsv(columns,tick)
-		ask = Ask(data)
-		if ask.timestamp > self.lastTimestamp:
-			self.lastTimestamp = ask.timestamp
-		self.lastTick = ask
-		self.processBidAsk(ask)
-	def trade(self,tick):
-		columns = ['event','symbol','exchange','qty','price','timestamp']
-		data = self.parseCsv(columns,tick)
-		data['idNum'] = 0
-		trade = Trade(data)
-		if trade.timestamp > self.lastTimestamp:
-			self.lastTimestamp = trade.timestamp
-		self.lastTick = trade
-		self.trades.appendleft(trade)
-	def __str__(self):
-		# Efficient string concat
-		from cStringIO import StringIO
-		file_str = StringIO()
-		file_str.write("------ Bids -------\n")
-		if self.bids != None and len(self.bids) > 0:
-			for k,v in self.bids.priceTree.items(reverse=True):
-				file_str.write('%s' % v)
-		file_str.write("\n------ Asks -------\n")
-		if self.asks != None and len(self.asks) > 0:
-			for k,v in self.asks.priceTree.items():
-				file_str.write('%s' % v)
-		file_str.write("\n------ Trades ------\n")
-		if self.trades != None and len(self.trades) > 0:
-			num = 0
-			for entry in self.trades:
-				if num < 5:
-					file_str.write(str(entry.qty) + " @ " \
-						+ str(entry.price / 10000) \
-						+ " (" + str(entry.timestamp) + ")\n")
-					num += 1
-				else:
-					break
-		file_str.write("\n")
-		return file_str.getvalue()
+    def __init__(self):
+        self.trades = deque(maxlen=100)  # Index [0] is most recent trade
+        self.bids = Tree()
+        self.asks = Tree()
+        self.lastTick = None
+        self.lastTimestamp = 0
+
+    def processBidAsk(self, tick):
+        """
+        Generic method to process bid or ask.
+        """
+        tree = self.asks
+        if tick.isBid:
+            tree = self.bids
+        if tick.qty == 0:
+            # Quantity is zero -> remove the entry
+            tree.removeOrderById(tick.idNum)
+        else:
+            if tree.orderExists(tick.idNum):
+                tree.updateOrder(tick)
+            else:
+                # New order
+                tree.insertTick(tick)
+
+    def bid(self, tick):
+        columns = ['event', 'symbol', 'exchange', 'idNum', 'qty', 'price', 'timestamp']
+        data = parseCsv(columns, tick)
+        bid = Bid(data)
+        if bid.timestamp > self.lastTimestamp:
+            self.lastTimestamp = bid.timestamp
+        self.lastTick = bid
+        self.processBidAsk(bid)
+
+    def ask(self, tick):
+        columns = ['event', 'symbol', 'exchange', 'idNum', 'qty', 'price', 'timestamp']
+        data = parseCsv(columns, tick)
+        ask = Ask(data)
+        if ask.timestamp > self.lastTimestamp:
+            self.lastTimestamp = ask.timestamp
+        self.lastTick = ask
+        self.processBidAsk(ask)
+
+    def trade(self, tick):
+        columns = ['event', 'symbol', 'exchange', 'qty', 'price', 'timestamp']
+        data = parseCsv(columns, tick)
+        data['idNum'] = 0
+        trade = Trade(data)
+        if trade.timestamp > self.lastTimestamp:
+            self.lastTimestamp = trade.timestamp
+        self.lastTick = trade
+        self.trades.appendleft(trade)
+
+    def __str__(self):
+        # Efficient string concat
+        from cStringIO import StringIO
+
+        file_str = StringIO()
+        file_str.write("------ Bids -------\n")
+        if self.bids != None and len(self.bids) > 0:
+            for k, v in self.bids.priceTree.items(reverse=True):
+                file_str.write('%s' % v)
+        file_str.write("\n------ Asks -------\n")
+        if self.asks != None and len(self.asks) > 0:
+            for k, v in self.asks.priceTree.items():
+                file_str.write('%s' % v)
+        file_str.write("\n------ Trades ------\n")
+        if self.trades != None and len(self.trades) > 0:
+            num = 0
+            for entry in self.trades:
+                if num < 5:
+                    file_str.write(str(entry.qty) + " @ " \
+                                   + str(entry.price / 10000) \
+                                   + " (" + str(entry.timestamp) + ")\n")
+                    num += 1
+                else:
+                    break
+        file_str.write("\n")
+        return file_str.getvalue()