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@elconde
Last active November 12, 2015 21:01
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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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