MarketByOrderUpdate

class roq.MarketByOrderUpdate

Update relating to market by order

__init__(self: roq.MarketByOrderUpdate, arg0: roq::MarketByOrderUpdate) → None

property checksum

Checksum (internal)

property exchange

Exchange

property exchange_sequence

Exchange message sequence number

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property max_depth

Maximum depth (zero means unlimited)

property orders

List of order updates

property price_precision

Precision (decimal digits) required to represent prices (dynamic)

property quantity_precision

Precision (decimal digits) required to represent quantities (dynamic)

property sending_time_utc

Exchange sending timestamp (UTC)

property stream_id

Stream identifier

property symbol

Symbol

property update_type

Update type