IOrderBookUpdater

QuantConnect.Brokerages.IOrderBookUpdater

Bases: Generic[QuantConnect_Brokerages_IOrderBookUpdater_K, QuantConnect_Brokerages_IOrderBookUpdater_V]

Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates

best_bid_ask_updated: _EventContainer[
    Callable[[Object, BestBidAskUpdatedEventArgs], Any], Any
]

Event fired each time BestBidPrice or BestAskPrice are changed

remove_ask_row(
    price: QuantConnect_Brokerages_IOrderBookUpdater_K,
) -> None

Removes an ask price level from the order book

Parameters:

Name	Type	Description	Default
`price`	`QuantConnect_Brokerages_IOrderBookUpdater_K`	The ask price level to be removed	required

remove_bid_row(
    price: QuantConnect_Brokerages_IOrderBookUpdater_K,
) -> None

Removes a bid price level from the order book

Parameters:

Name	Type	Description	Default
`price`	`QuantConnect_Brokerages_IOrderBookUpdater_K`	The bid price level to be removed	required

update_ask_row(
    price: QuantConnect_Brokerages_IOrderBookUpdater_K,
    size: QuantConnect_Brokerages_IOrderBookUpdater_V,
) -> None

Updates or inserts an ask price level in the order book

Parameters:

Name	Type	Description	Default
`price`	`QuantConnect_Brokerages_IOrderBookUpdater_K`	The ask price level to be inserted or updated	required
`size`	`QuantConnect_Brokerages_IOrderBookUpdater_V`	The new size at the ask price level	required

update_bid_row(
    price: QuantConnect_Brokerages_IOrderBookUpdater_K,
    size: QuantConnect_Brokerages_IOrderBookUpdater_V,
) -> None

Updates or inserts a bid price level in the order book

Parameters:

Name	Type	Description	Default
`price`	`QuantConnect_Brokerages_IOrderBookUpdater_K`	The bid price level to be inserted or updated	required
`size`	`QuantConnect_Brokerages_IOrderBookUpdater_V`	The new size at the bid price level	required