get.orderbook: get the order book object
Description
get the order book object
Usage
get.orderbook(portfolio, envir = .strategy)
Arguments
portfolio
text name of the portfolio the order book is associated with
envir
the environment to retrieve the orderbook object from, defaults to .strategy
Value
A data.frame containing:
- Order.Qty
- Order.Price
- Order.Type
- Order.Side
- Order.Threshold
- Order.Status
- Order.StatusTime
- Prefer
- Order.Set
- Txn.Fees
- Rule
See Also
addOrder
getOrders