MarketByOrder¶

class roq.market.mbo.MarketByOrder¶

__init__(self: roq.market.mbo.MarketByOrder, exchange: str = '', symbol: str) → None¶

apply(self: roq.market.mbo.MarketByOrder, arg0: roq.MarketByOrderUpdate) → None¶

apply_2(self: roq.market.mbo.MarketByOrder, arg0: roq.MarketByOrderUpdate) → list[roq.market.mbo.OrderUpdate]¶

extract(self: roq.market.mbo.MarketByOrder, arg0: int) → list¶