add clear to python interface

limit_order_book/limit_order_book.py

@@ -27,12 +27,15 @@ class Types:
     Volume = ctypes.c_uint32
 
 
-# setup the argument and return types for Initialize
+# setup the argument and return types for new_
 LIB.new_.argtypes = None
 LIB.new_.restype = Types.Pointer
-# setup the argument and return types for Delete
+# setup the argument and return types for delete_
 LIB.delete_.argtypes = [Types.Pointer]
 LIB.delete_.restype = None
+# setup the argument and return types for clear
+LIB.clear.argtypes = [Types.Pointer]
+LIB.clear.restype = None
 
 
 # setup the argument and return types for limit_sell
@@ -124,6 +127,10 @@ def __del__(self):
         """Delete this limit order book."""
         LIB.delete_(self._book)
 
+    def clear(self):
+        """Clear all the orders in the book."""
+        LIB.clear(self._book)
+
     def limit_sell(self, order_id, size, price):
         """
         Place a sell limit order with given size and price.

limit_order_book/test/test_limit_order_book.py

@@ -188,3 +188,32 @@ def test(self):
         self.assertEqual(1, book.size_sell())
         self.assertEqual(0, book.size_buy())
         self.assertEqual(1, book.size())
+
+
+class ShouldClearSellLimitOrders(TestCase):
+    def test(self):
+        book = limit_order_book.LimitOrderBook()
+        book.limit_sell(1, 100, 50)
+        book.limit_sell(2, 100, 50)
+        book.limit_sell(3, 100, 50)
+        self.assertTrue(book.has(1))
+        self.assertTrue(book.has(2))
+        self.assertTrue(book.has(3))
+        book.clear()
+        self.assertFalse(book.has(1))
+        self.assertFalse(book.has(2))
+        self.assertFalse(book.has(3))
+        self.assertEqual(0, book.best_sell())
+        self.assertEqual(0, book.best_buy())
+        self.assertEqual(0, book.best(False))
+        self.assertEqual(0, book.best(True))
+        self.assertEqual(0, book.volume_sell())
+        self.assertEqual(0, book.volume_sell(100))
+        self.assertEqual(0, book.volume_buy())
+        self.assertEqual(0, book.volume_buy(100))
+        self.assertEqual(0, book.volume())
+        self.assertEqual(0, book.volume(100))
+        self.assertEqual(0, book.size_at(100))
+        self.assertEqual(0, book.size_sell())
+        self.assertEqual(0, book.size_buy())
+        self.assertEqual(0, book.size())

src/lib_lob.cpp

@@ -34,6 +34,11 @@ extern "C" {
         delete book;
     }
 
+    /// Clear all the orders in the book.
+    EXP void clear(LimitOrderBook* book) {
+        book->clear();
+    }
+
     /// Add a new sell limit order to the book.
     EXP void limit_sell(LimitOrderBook* book, UID order_id, Size size, Price price) {
         book->limit_sell(order_id, size, price, 0);