OrderBookEntry

Constructors:

• OrderBookEntry(price, size, destination, time)

Properties:

• price : float
• size : int
• destination : str
• time : datetime.datetime

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OrderBookEntry(price, size, destination, time)

Parameters

• price : float

  The price of the order book entry.

• size : int

  The size of the order book entry (1 size = 100 shares).

• destination : str

  The destination of the order book entry.

• time : datetime.datetime

  The time of the order book entry.

Return Value

None