Submit market instructions as a tuple of Numpy arrays. This allows new limit orders and cancellations to be submitted from a tuple of Numpy arrays. Values that are not used for instructions (e.g. order-id for a new-order) can be set to a default value that will be ignored.

Parameters:¶

instructions: tuple[numpy.ndarray, numpy.ndarray, numpy.ndarray, numpy.ndarray, numpy.ndarray, numpy.ndarray]¶

Tuple of numpy arrays containing:

• Instruction type, an integer representing

  • 0: No change/null instruction

  • 1: New order

  • 2: Cancel order

• Order sides (as bool, True for bid side) (used for new orders)

• Order volumes (used for new orders)

• Trader ids (used for new orders)

• Order prices (used for new orders)

• Order id (used for cancellations)

Returns:¶

np.ndarray – Array of ids of newly placed orders. For cancellations or null instructions the default value of a max usize is returned.