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::python::utils::Ref<roq::MarketByOrderUpdate>) → None¶

apply_2(self: roq.market.mbo.MarketByOrder, arg0: roq::python::utils::Ref<roq::MarketByOrderUpdate>) → list[roq::cache::MarketByOrder::OrderUpdate]¶

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