Container for native (raw) Price Level Tuple. More...

Inheritance diagram for pyRT.native.dmaModule.PriceLevel:

Public Member Functions
def	__init__
	Constructor. More...

def	Crack
	Crack and store the native 5-element tuple. More...

def	Dump
	Dump price level for debugging. More...

def	DumpHdr
	Dump header for debugging. More...

def	pNumOrd
	Returns string-ified NumOrd, taking into account _NOORD from CME. More...

Public Member Functions inherited from pyRT.native.dmaModule.PricePos
def	__init__
	Constructor. More...

def	Add
	Adds the PricePos to self. More...

def	Sub
	Subtracts the PricePos to self. More...

def	Update
	Assignment operator. More...

Detailed Description

Container for native (raw) Price Level Tuple.

Native Price Level is 5-element tuple:

Element	Description
_Price	Price
_Size	Quantity
_NumOrd	Number of Orders at this level
_TimeNs	Update time in nanos since Epoch
_Level	Price Level in Book

Sub-classes PricePos and adds the following:

Member	Description
_NumOrd	Number of orders at Price Level
_Level	Level

Constructor & Destructor Documentation

def pyRT.native.dmaModule.PriceLevel.__init__	(	self,
		tuple = `None`
	)

Constructor.

Parameters

tuple - 5-element native (raw) tuple

def pyRT.native.dmaModule.PriceLevel.Crack	(	self,
		tuple
	)

Crack and store the native 5-element tuple.

Parameters

tuple - Native 5-element tuple

def pyRT.native.dmaModule.PriceLevel.Dump	(	self,
		api,
		prec = `None`
	)

Dump price level for debugging.

Parameters

api	- API to help
prec	- Price Multiplier; None for raw price

def pyRT.native.dmaModule.PriceLevel.DumpHdr ( self )

Dump header for debugging.

def pyRT.native.dmaModule.PriceLevel.pNumOrd ( self )

Returns string-ified NumOrd, taking into account _NOORD from CME.

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