A way to add next_orderbook
kausality last edited by
We have the next() which works with updates on upcoming/next data bars, which works with OHLC or bid/ask.
Is there a way I can add a next_orderbook() (say), to push changes in the order book so that the strategy can operate on it?
No. And it has been discussed in the past several times: backtrader is not a
bid/askplatform, even if it can be forced to partially use the values due to built-in extension capabilities.
But something like
next_orderbookhas nothing to do with the design per se.