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