bourse.core.StepEnv.level_1_data_array() numpy.ndarray

Get current level 1 data as a Numpy array

Returns a Numpy array with values at indices:

  • 0: Bid touch price

  • 1: Ask touch price

  • 2: Bid total volume

  • 3: Ask total volume

  • 4: Bid touch volume

  • 5: Number of buy orders at touch

  • 6: Ask touch volume

  • 7: Number of sell orders at touch