MBOUpdate¶
- class roq.MBOUpdate¶
Represents an update to be applied to an order book
- __init__(*args, **kwargs)¶
Overloaded function.
__init__(self: roq.MBOUpdate, arg0: roq.MBOUpdate) -> None
__init__(self: roq.MBOUpdate, price: float = nan, quantity: float = 0.0, priority: int = 0, order_id: str = ‘’, side: roq.Side = <Side.UNDEFINED: 0>, action: roq.UpdateAction = <UpdateAction.UNDEFINED: 0>, reason: roq.UpdateReason = <UpdateReason.UNDEFINED: 0>) -> None
- property action¶
Update action
- property order_id¶
Order identifier (optional when deleting)
- property price¶
Price level
- property priority¶
Queue priority (optional)
- property quantity¶
Order quantity (remaining unless update action is fill)
- property reason¶
Update reason (optional)
- property side¶
Order side (optional when updating an existing order)