OrderReader

class zvt.api.trader_info_api.OrderReader(start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, columns: Optional[List] = None, filters: Optional[List] = None, order: Optional[object] = None, level: Optional[zvt.contract.IntervalLevel] = None, trader_names: Optional[List[str]] = None)

Bases: zvt.contract.reader.DataReader

__init__(start_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, end_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, columns: Optional[List] = None, filters: Optional[List] = None, order: Optional[object] = None, level: Optional[zvt.contract.IntervalLevel] = None, trader_names: Optional[List[str]] = None) None
move_on(to_timestamp: Optional[Union[str, pandas._libs.tslibs.timestamps.Timestamp]] = None, timeout: int = 20) object

using continual fetching data in realtime 1)get the data happened before to_timestamp,if not set,get all the data which means to now 2)if computing_window set,the data_df would be cut for saving memory

Parameters
  • to_timestamp

  • timeout (int) –

Returns

Return type