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Add functions #33

Merged
merged 1 commit into from
Dec 28, 2022
Merged

Add functions #33

merged 1 commit into from
Dec 28, 2022

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mberk
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@mberk mberk commented Dec 28, 2022

Order Book Analysis Functions

  • calculate_order_book_imbalance

Market Time Functions

  • get_market_time_as_datetime
  • get_seconds_to_market_time

Convenience Functions

  • get_price_size_by_depth
  • get_second_best_price_size
  • get_second_best_price

* calculate_order_book_imbalance

* get_market_time_as_datetime
* get_seconds_to_market_time

* get_price_size_by_depth
* get_second_best_price_size
* get_second_best_price
@mberk mberk self-assigned this Dec 28, 2022
@mberk mberk merged commit eb0ad30 into release-0.5.0 Dec 28, 2022
@mberk mberk deleted the new-functions branch December 28, 2022 08:00
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