hftbacktest.data.utils.difforderbooksnapshot module

class DiffOrderBookSnapshot(*args, **kwargs)

class_type = jitclass.DiffOrderBookSnapshot#7f8f0b489cf0<num_levels:int64,curr_bids:array(float64, 2d, A),curr_asks:array(float64, 2d, A),prev_bids:array(float64, 2d, A),prev_asks:array(float64, 2d, A),bid_delete_lvs:array(float64, 2d, A),ask_delete_lvs:array(float64, 2d, A),curr_bid_lv:int64,curr_ask_lv:int64,prev_bid_lv:int64,prev_ask_lv:int64,init:bool,tick_size:float64,lot_size:float64>