pyRT.native.dmaModule.Book Class Reference

Container for native (raw) Book. More...

Inheritance diagram for pyRT.native.dmaModule.Book:

Public Member Functions
def	__init__
	Constructor. More...
def	AskDepth
	Return number of ASK PriceLevels. More...
def	Asks
	Return up to 'depth' Ask PriceLevels. More...
def	BestAsk
	Return best ASK PriceLevel. More...
def	BestBid
	Return best BID PriceLevel. More...
def	BidDepth
	Return number of BID PriceLevels. More...
def	Bids
	Return up to 'depth' Bid PriceLevels. More...
def	Crack
	Crack and store the native (raw) Book. More...
def	DumpBook
	Dump Book for debugging. More...
def	DumpHdr
	Dump header for debugging. More...
Public Member Functions inherited from pyRT.native.dmaModule.BookStats
def	__init__
	Constructor. More...
def	CrackStats
	Crack and store native BookStats. More...

Detailed Description

Container for native (raw) Book.

Native Book is 3-element list:

Element	Description
stats	BookStats
Bids	List of BID PriceLevel's
Asks	List of ASK PriceLEvel's

See Also

BookStats

PriceLevel

Constructor & Destructor Documentation

def pyRT.native.dmaModule.Book.__init__	(		self,
			raw = None
	)

Constructor.

Parameters

raw	- Native book

Member Function Documentation

def pyRT.native.dmaModule.Book.AskDepth

(

self

)

Return number of ASK PriceLevels.

Returns

Number of ASK PriceLevels

def pyRT.native.dmaModule.Book.Asks	(		self,
			depth = 99999
	)

Return up to 'depth' Ask PriceLevels.

Parameters

depth

: Num Price Level to return

Returns

[ PriceLevel1, PriceLevel2, ... ]

def pyRT.native.dmaModule.Book.BestAsk

(

self

)

Return best ASK PriceLevel.

Returns

Best ASK PriceLevel, or None

def pyRT.native.dmaModule.Book.BestBid

(

self

)

Return best BID PriceLevel.

Returns

Best BID PriceLevel, or None

def pyRT.native.dmaModule.Book.BidDepth

(

self

)

Return number of BID PriceLevels.

Returns

Number of BID PriceLevels

def pyRT.native.dmaModule.Book.Bids	(		self,
			depth = 99999
	)

Return up to 'depth' Bid PriceLevels.

Parameters

depth

: Num Price Level to return

Returns

[ PriceLevel1, PriceLevel2, ... ]

def pyRT.native.dmaModule.Book.Crack	(		self,
			raw
	)

Crack and store the native (raw) Book.

Parameters

raw	- Native (raw) 3-element list

def pyRT.native.dmaModule.Book.DumpBook

(

self

)

Dump Book for debugging.

Returns

Stringified Book

def pyRT.native.dmaModule.Book.DumpHdr

(

self

)

Dump header for debugging.

Returns

Stringified Book header

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The documentation for this class was generated from the following file:

• native/dmaModule.py