Layer¶
- class roq.Layer¶
Represents aggregate order book bid/ask information at a given depth
- __init__(*args, **kwargs)¶
Overloaded function.
__init__(self: roq.Layer, arg0: roq.Layer) -> None
__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