bourse.core.StepEnvNumpy.level_1_data() numpy.ndarray

Get current level 1 data as a Numpy array

Returns a Numpy array with values at indices:

  • 0: Trade volume (in the last step)

  • 1: Bid touch price

  • 2: Ask touch price

  • 3: Bid total volume

  • 4: Ask total volume

  • 5: Bid touch volume

  • 6: Number of buy orders at touch

  • 7: Ask touch volume

  • 8: Number of sell orders at touch