Book
Module for managing a market book for a financial instrument.
Provides the Book class for accessing market depth information.
Book #
Represents a market book for a financial instrument.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
str
|
The financial instrument symbol. |
required |
Returns:
| Type | Description |
|---|---|
None
|
None |
Source code in mqpy\book.py
get #
Get the market book for the financial instrument.
Returns:
| Type | Description |
|---|---|
list[Any] | None
|
list[Any] | None: The market book data if successful, None otherwise. |
release #
Release the market book for the financial instrument.
Returns:
| Name | Type | Description |
|---|---|---|
bool |
bool
|
True if successful, False otherwise. |