Ticker.auction¶
The auction at a time: the indicative price and volume, market orders, the board's totals and the market-order imbalance (buy minus sell). closing=True gives the closing auction (closing-condition orders).
Parameters¶
at str | datetime | None optionalA JST time. Default: the latest.
closing bool optional = FalseThe closing auction instead of the session's.
Returns¶
dict
A dict of the auction's state.
API method
Example usage
Example responseCaptured from the demo
code: 7203
time: 2021-09-27 08:59:59.993551+09:00
indicative_price: 10150.0
indicative_volume: 304700
indicative_imbalance_side: 1
indicative_open_price: 10150.0
market_buy_quantity: 201300
market_sell_quantity: 105700
bid_total_quantity: 1017700
ask_total_quantity: 932700
market_order_imbalance: 95600