GatewaySettings

class roq.GatewaySettings

Gateway settings

__init__(self: roq.GatewaySettings, arg0: roq::GatewaySettings) None
property mbp_allow_price_inversion

MBP allow price inversion?

property mbp_allow_remove_non_existing

MBP allow remove operation on non-existing level?

property mbp_checksum

MBP compute checksum?

property mbp_max_depth

MBP max depth

property mbp_min_trade_vol_multiplier

MBP multiplier used to manage quantities as integer

property mbp_tick_size_multiplier

MBP multiplier used to manage prices as integer

property oms_cancel_all_orders

Supported filters for CancelAllOrders

property oms_download_has_routing_id

OMS download includes routing_id?

property oms_download_has_state

OMS download includes state information?

property oms_request_id_type

OMS request identifier type

property supports

Supported update types