The different classes in the file :-
-
Quote
-
TradeResult
-
QuoteManager
- add_or_update_quote_by_guid
- remove_quote
- remove_all_quotes
- get_best_quote_with_available_volume
- execute_Trade
extra added function
- execute_Trade_recursion
- print_all_Quote_dic
- print_all_Trade_dic
The data structure used is dictionary
- Quote_dic : To store the details about the quotes
- Trade_dic : To store the trade execution details
A python dictionary is thread safe