The task is to implement a simple limit order system utilising the protocols provided by the trading framework. You can assume that in a live environment your LimitOrderAgent class would be provided with market data via the price_tick method and would be able to execute orders via an ExecutionClient instance given to it in the constructor.
The trading_framework module is provided and cannot be modified. It has some limitations and flaws, feel free to point them out as you implement your solution.
Provide tests to prove that your code is working. This is especially important since no working implementation of the trading framework is provided.
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Implement LimitOrderAgent such that it buys 1000 shares of IBM when the price drops below $100
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Extend LimitOrderAgent such that it:
- accepts orders through an add_order method, that accepts the following parameters
- a flag indicating whether to buy or sell
- a product id
- an amount to buy/sell
- the limit at which to buy or sell
- executes any held orders when the market price is at or better than the limit
- accepts orders through an add_order method, that accepts the following parameters