INNER CODE UNIT · Python

hist_order_depth

pe049395/IMC-Prosperity-2024 · submissions/round5.py:221

    def hist_order_depth(self, type: str, depth: int, size) -> np.ndarray:
        """Return historical order depth.

        Args:
            type (str): 'bidprc' or 'bidamt' or 'askprc' or 'askamt'
            depth (int): depth, 1 or 2 or 3
            size (int): size of data

        Returns:
            np.ndarray: historical order depth for given type and depth

        """
        return np.array(self._hist_order_depths[self.product][f'{type}{depth}'][-size:], dtype=np.float32)
    
    @property
    def timestep(self) -> int:
        return self._state.timestamp / 100

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