test_orderbooks.py

from orderbook import OrderBook


contract_ids = [111,2222,3333,4444]#df...contractId.unique()

orderbooks={}

for contract_id in contract_ids:
  orderbooks[contract_id]=OrderBook()


print(orderbooks)


data = {'type' : 'limit', 
        'side' : 'ask', 
        'quantity' : 5, 
        'price' : 101,
        'trade_id' : 1113333, #Have no clue why, but this is mandatory. Absurd. 
        #I typically duplicate order_id. Dunno why. 
        'order_id' : 1113334444,

        'timestamp': 1544662383280000000}



orderbooks[contract_ids[0]].process_order(data,True,False) 
#I was lame enough to use the first contractId availabel from the list, but you get my point...



print(orderbooks[contract_ids[0]])
print("Same as:",orderbooks[111])

print(orderbooks[contract_ids[0]].get_best_ask())

orderbooks[contract_ids[0]].cancel_order("ask",1113334444)

print(orderbooks[contract_ids[0]])