Example: Orderbook reading

stable
By Stephan in Miscellaneous Published October 2020 👁 1,389 views 💬 0 comments

Description

This example shows how you can read the contents of the orderbooks. NOTE: Orderbook data is real-time data and can not be backtested, only paper-traded.
HaasScript
-- NOTE: Orderbook data is real-time data and can not be backtested, only paper-traded.

-- Running at high speed is highly recommended because orderbooks always change
EnableHighSpeedUpdates()

-- The orderbook is provided to us as a simple array
askOrders = GetOrderbookAsk()
bidOrders = GetOrderbookBid()

-- So we can just loop them or look in the values
Log('Asks')
for i=3, 1, -1 do
    Log(askOrders[i])
end

Log('Bids')
for i=3, 1, -1 do
    Log(bidOrders[i])
end

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