MBOUpdate

class roq.MBOUpdate

Represents an update to be applied to an order book

__init__(*args, **kwargs)

Overloaded function.

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

2. __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)