i think it is working

econ/exchange.py

@@ -1,5 +1,5 @@
 _bal="balance"
-from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order
+from lightmatchingengine.lightmatchingengine import LightMatchingEngine,Side,Trade,Order,OrderBook
 class Exchange():
     """
     Basic Commodity exchange.
@@ -13,7 +13,7 @@ class Exchange():
         self.order_account_map={}
         self.orders={}
         self.executed_trades=[]
-        self.order_total_price={}
+        self.order_trades_map={}
         self.market_rate={}
         self.best_ask={}
         self.best_bid={}
@@ -116,12 +116,48 @@ class Exchange():
             # no sufficient resources
             return None
         # create order and execude any trades
-        order,trades=self.lme.add_order(resource,price,amount,side) 
+
+        order,trades=self.lme.add_order(resource,price,amount,side)
+
         self.orders[order.order_id]=order
         self.order_account_map[order.order_id]=account_id
         self._execute_trades(trades)
+        self.calculate_best_price(resource)
         return order
+
+    def cancel_order(self,order_id):
+        """
+        Cancel open order.
+        Returns True if order has been canceled.
+        """
+        if not order_id in self.orders:
+            return False
+        order=self.orders[order_id]
+        if self._is_order_complete(order):
+            return False
+        order=self.lme.cancel_order(order_id,order.instmt)
         
+        if order_id in self.order_trades_map: # has order any kind of trades
+            trades=self.order_trades_map[order_id]
+            # return assets from escrow to account
+            if order.side==Side.BUY:
+                total_payed=0
+                total_submitted=order.price*order.qty
+                for trade in trades:
+                    total_payed+=trade.trade_price*trade.trade_qty
+                total_diff=total_submitted-total_payed
+                self._move_to_account(self.order_account_map[order_id],_bal,total_diff)
+            else:
+                qty_traded=0
+                qty_submitted=order.qty
+                for trade in trades:
+                    qty_traded+=trade.trade_qty
+                qty_diff=qty_submitted-qty_traded
+                self._move_to_account(self.order_account_map[order_id],order.instmt,qty_diff)
+        return True
+
+
+
     def _execute_trades(self, trades):
         for i in trades:
             self._execute_trade(i)
@@ -136,11 +172,13 @@ class Exchange():
         full_price=trade.trade_price*trade.trade_qty
         exprected_price=self.orders[trade.order_id].price*trade.trade_qty
         price_diff=exprected_price-full_price
-        # add to order total
-        if trade.order_id not in self.order_total_price:
-            self.order_total_price[trade.order_id]=0
 
-        self.order_total_price[trade.order_id]+=full_price
+        # save trade to order trade map
+        if trade.order_id not in self.order_trades_map:
+            self.order_trades_map[trade.order_id]=[]
+
+        self.order_trades_map[trade.order_id].append(trade)
+
 
         # init escrow if needet
         if trade.instmt not in self.escrow[account_id]:
@@ -160,13 +198,24 @@ class Exchange():
             # move new bal into account
             self._move_to_account(account_id,_bal,full_price)
         
-
-
-      
-
         self.executed_trades.append(trade)
         #update market rate
         self.market_rate[trade.instmt]=trade.trade_price
+    
 
+    def calculate_best_price(self, resource):
+        order_book = self.lme.order_books.setdefault(resource, OrderBook())
+        best_bid = max(order_book.bids.keys()) if len(order_book.bids) > 0 else None
+        best_ask = max(order_book.asks.keys()) if len(order_book.asks) > 0 else None
 
-        
+        self.best_ask[resource]=best_ask
+        self.best_bid[resource]=best_bid
+
+    def get_account_resource_amount(self,account_id,resource):
+        """
+        Returns the amount of selected resource in account
+        """
+        if account_id in self.account:
+            if resource in self.account[account_id]:
+                return self.account[account_id][resource]
+        return 0