Layer 1 onBbo has no alias parameter

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zcsoka
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Layer 1 onBbo has no alias parameter

Post by zcsoka » Fri Sep 01, 2023 8:48 am

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,

Zoltan 

Svyatoslav
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Re: Layer 1 onBbo has no alias parameter

Post by Svyatoslav » Fri Sep 01, 2023 8:51 am

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.

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