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Raise an exception instead of quitting #7

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Raise an exception instead of quitting #7

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50a0e26
raise an exception instead of quitting
gpip Jan 3, 2017
61577c8
removed unused import
gpip Jan 3, 2017
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15 changes: 7 additions & 8 deletions orderbook/orderbook.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,3 @@
import sys
import math
from collections import deque # a faster insert/pop queue
from six.moves import cStringIO as StringIO
Expand Down Expand Up @@ -29,7 +28,7 @@ def process_order(self, quote, from_data, verbose):
self.update_time()
quote['timestamp'] = self.time
if quote['quantity'] <= 0:
sys.exit('process_order() given order of quantity <= 0')
raise ValueError("quote quantity must be positive")
if not from_data:
self.next_order_id += 1
if order_type == 'market':
Expand All @@ -38,7 +37,7 @@ def process_order(self, quote, from_data, verbose):
quote['price'] = Decimal(quote['price'])
trades, order_in_book = self.process_limit_order(quote, from_data, verbose)
else:
sys.exit("order_type for process_order() is neither 'market' or 'limit'")
raise ValueError('invalid order_type "%s", must be "market" or "limit"' % order_type)
return trades, order_in_book

def process_order_list(self, side, order_list, quantity_still_to_trade, quote, verbose):
Expand Down Expand Up @@ -109,7 +108,7 @@ def process_market_order(self, quote, verbose):
quantity_to_trade, new_trades = self.process_order_list('bid', best_price_bids, quantity_to_trade, quote, verbose)
trades += new_trades
else:
sys.exit('process_market_order() recieved neither "bid" nor "ask"')
raise ValueError('invalid side "%s", must be "bid" or "ask"' % side)
return trades

def process_limit_order(self, quote, from_data, verbose):
Expand Down Expand Up @@ -143,7 +142,7 @@ def process_limit_order(self, quote, from_data, verbose):
self.asks.insert_order(quote)
order_in_book = quote
else:
sys.exit('process_limit_order() given neither "bid" nor "ask"')
raise ValueError('invalid side "%s", must be "bid" or "ask"' % side)
return trades, order_in_book

def cancel_order(self, side, order_id, time=None):
Expand All @@ -158,7 +157,7 @@ def cancel_order(self, side, order_id, time=None):
if self.asks.order_exists(order_id):
self.asks.remove_order_by_id(order_id)
else:
sys.exit('cancel_order() given neither "bid" nor "ask"')
raise ValueError('invalid side "%s", must be "bid" or "ask"' % side)

def modify_order(self, order_id, order_update, time=None):
if time:
Expand All @@ -175,7 +174,7 @@ def modify_order(self, order_id, order_update, time=None):
if self.asks.order_exists(order_update['order_id']):
self.asks.update_order(order_update)
else:
sys.exit('modify_order() given neither "bid" nor "ask"')
raise ValueError('invalid side "%s", must be "bid" or "ask"' % side)

def get_volume_at_price(self, side, price):
price = Decimal(price)
Expand All @@ -190,7 +189,7 @@ def get_volume_at_price(self, side, price):
volume = self.asks.get_price(price).volume
return volume
else:
sys.exit('get_volume_at_price() given neither "bid" nor "ask"')
raise ValueError('invalid side "%s", must be "bid" or "ask"' % side)

def get_best_bid(self):
return self.bids.max_price()
Expand Down