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OrderBookEntry

Thiago W. Alves edited this page Feb 6, 2019 · 5 revisions

Constructors:

Properties:

  • price
  • size
  • destination
  • time

OrderBookEntry(price, size, destination, time)

Parameters

  • price : float

    The price of the order book entry.

  • size : int

    The size of the order book entry.

  • destination : str

    The destination of the order book entry.

  • time : datetime.datetime

    The time of the order book entry.

Return Value

None


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