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| MARKET = acm.FMarketPlace['IM'] | |
| TICK = acm.FTickSizeList['1000'] | |
| assert TICK | |
| def CreateOrderBook(ins): | |
| # Pick appropriate market and tick size list for the convertible | |
| # market = | |
| # tickSizeList = | |
| info = acm.FMarketOrderBookCreateInfo(MARKET) | |
| info.Currency(ins.Currency()) | |
| info.Name(ins.Name()) | |
| info.Isin(ins.Isin()) | |
| info.ShortName(ins.ExternalId1()) | |
| info.MinimumOrderQuantity(0) | |
| info.MaximumOrderQuantity(1000000) | |
| info.TickSizeList(TICK) | |
| info.InsType(ins.InsType()) | |
| info.Create() | |
| return info | |
| FRANCE = acm.FInstrument['Air France-KLM 2.030% 15-Feb-2023'] | |
| assert FRANCE | |
| CreateOrderBook(FRANCE) |
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