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Modifying and Cancelling orders

michael35040 edited this page Sep 29, 2014 · 1 revision

############ Cancelling Orders #############

Order can be cancelled simply by submitting an order idNum and a side

print "cancelling bid for 5 @ 97.." lob.cancelOrder('bid', 8) print lob ########### Modifying Orders #############

Orders can be modified by submitting a new order with an old idNum

lob.modifyOrder(5, {'side' : 'bid', 'qty' : 14, 'price' : 99, 'tid' : 100}) print "book after modify..." print lob

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