PyLOB

PyLOB copied to clipboard

Is there an existing documentation for this project or do you have something planned?

piyushdivyankar1994

The `modifyOrder()` seems to have a bug when modifying `price`. Replicate with below commands: ``` from PyLOB import OrderBook lob = OrderBook() trades, orderInBook = lob.processOrder({'type':'limit','side':'bid','qty':100,'price':150,'tid':1},False,False) print lob lob.modifyOrder(1,{'side':'bid','qty':120,'price':150,'tid':1}) print...

wiwat-tharateeraparb

Possible Bug

1

I'm pretty sure the ordering [here](https://github.com/ab24v07/PyLOB/blob/master/src/PyLOB/orderlist.py#L75) is incorrect. I believe the `tailOrder` is getting assigned too early, and the `prevOrder` would then point to the same order. It should instead...

jayd3e