Layer

class roq.Layer

Represents aggregate order book bid/ask information at a given depth

__init__(*args, **kwargs)

Overloaded function.

1. __init__(self: roq.Layer, arg0: roq.Layer) -> None

2. __init__(self: roq.Layer, bid_price: float = nan, bid_quantity: float = 0.0, ask_price: float = nan, ask_quantity: float = 0.0) -> None

property ask_price

Ask price level

property ask_quantity

Total quantity available at ask

property bid_price

Bid price level

property bid_quantity

Total quantity available at bid