Question: write a general purpose call auction computer program in Python that does the following: Read from a file the buy and sell orders. Fields within
write a general purpose call auction computer program in Python
that does the following:
Read from a file the buy and sell orders. Fields within the file should consist of the
price, side, quantity.
Determine the opening price, ie the price that matches all buy and sell preorders.
Determine the initial opening order book after the call auction.
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