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Layer 1 onBbo has no alias parameter

Posted: Fri Sep 01, 2023 8:48 am
by zcsoka
Greetings,

I used to us onBbo before on simple plugins, but now I am trying to use it on Layer1. I have realised, there is no corresponding Layer1Bbo listener. Is there a way to get the best bid and offer on Layer1?

Many thanks in advance,

Kind Regards,

ZoltanĀ 

Re: Layer 1 onBbo has no alias parameter

Posted: Fri Sep 01, 2023 8:51 am
by Svyatoslav
Hi. BBO is derived from the depth data and does not carry any additional information, this is why only the simplified wrapper has it. You can use OrderBook utility class to compute it.