Index

_

__init__() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) (orderbookmdp.order_book.market.ExternalMarket method) (orderbookmdp.order_book.market.Market method) (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.price_level.DequeLevel method) (orderbookmdp.order_book.price_level.OrderedDictLevel method) (orderbookmdp.order_book.price_level.PriceLevel method) (orderbookmdp.order_book.price_level.SortedTradesLevel method) (orderbookmdp.order_book.price_levels.AVLTreePriceLevels method) (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.RBTreePriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) (orderbookmdp.rl.abstract_envs.ExternalMarketEnv method) (orderbookmdp.rl.abstract_envs.OrderTrackingEnv method) (orderbookmdp.rl.backtracklib.Solver method) (orderbookmdp.rl.dist_envs.DistEnv method) (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method)

A

action_space (orderbookmdp.rl.dist_envs.DistEnv attribute) (orderbookmdp.rl.dist_envs.SpreadEnv attribute) (orderbookmdp.rl.dp_env.ForwardDpEnv attribute) (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuySell attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute)

add_order() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) adjust_orders() (orderbookmdp.rl.dist_envs.SpreadEnv method) append() (orderbookmdp.order_book.price_level.PriceLevel method) AVLTreePriceLevels (class in orderbookmdp.order_book.price_levels)

B

back_track_opt_paths() (in module orderbookmdp.rl.backtrack) (in module orderbookmdp.rl.level_2_data) back_track_threaded() (in module orderbookmdp.rl.level_2_data)

basecase() (in module orderbookmdp.rl.test_1) beta_pdf (in module orderbookmdp.rl.env_utils) break_condition() (in module orderbookmdp.rl.backtrack) (in module orderbookmdp.rl.level_2_data)

C

calculate_posibles() (in module orderbookmdp.rl.test_1) cancel() (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.order_books.PyOrderBook method) cancel_message() (in module orderbookmdp.order_book.order_types) capital (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute)

change (in module orderbookmdp.rl.env_utils) change_file() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) change_message() (in module orderbookmdp.order_book.order_types) close() (orderbookmdp.rl.market_env.MarketEnv method) CopyAbleMarketOrderEnvBuySell (class in orderbookmdp.rl.backtrack) cum_return (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn attribute)

D

default_action (orderbookmdp.rl.dist_envs.SpreadEnv attribute) delete() (orderbookmdp.order_book.price_level.PriceLevel method) delete_first() (orderbookmdp.order_book.price_level.PriceLevel method) delete_last() (orderbookmdp.order_book.price_level.PriceLevel method) delete_order_from_level() (orderbookmdp.rl.abstract_envs.OrderTrackingEnv method)

DequeLevel (class in orderbookmdp.order_book.price_level) diff() (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv static method) DistEnv (class in orderbookmdp.rl.dist_envs) download() (in module orderbookmdp.data_all.download_gdax) DownloadWebsocketClient (class in orderbookmdp.data_all.download_gdax)

E

exist_buy_orders() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) exist_sell_orders() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method)

external_market_order_ids (orderbookmdp.order_book.market.ExternalMarket attribute) ExternalMarket (class in orderbookmdp.order_book.market) ExternalMarketEnv (class in orderbookmdp.rl.abstract_envs)

F

fill_snap() (orderbookmdp.order_book.market.ExternalMarket method) filled (orderbookmdp.rl.abstract_envs.ExternalMarketEnv attribute) (orderbookmdp.rl.backtrack.CopyAbleMarketOrderEnvBuySell attribute) (orderbookmdp.rl.dp_env.ForwardDpEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuySell attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuyingPower attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCritic attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvEndReward attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvFunds attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvOpt attribute)

find_opt_path() (in module orderbookmdp.rl.dp_env) flatten() (in module orderbookmdp.rl.level_2_data) foo() (in module orderbookmdp.rl.testmp) ForwardDpEnv (class in orderbookmdp.rl.dp_env) found_all (orderbookmdp.rl.backtracklib.Solver attribute) funds (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute) funds_dist() (orderbookmdp.rl.dist_envs.DistEnv method)

G

get_actions_dict() (in module orderbookmdp.rl.multi_agent_envs) get_ask() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.RBTreePriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) get_bid() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.RBTreePriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) get_diff_cap() (in module orderbookmdp.rl.dp_env) get_dist_app() (in module orderbookmdp.rl.app) get_first() (orderbookmdp.order_book.price_level.DequeLevel method) (orderbookmdp.order_book.price_level.OrderedDictLevel method) (orderbookmdp.order_book.price_level.PriceLevel method) get_indexes() (orderbookmdp.order_book.price_levels.ListPriceLevels method) get_last() (orderbookmdp.order_book.price_level.DequeLevel method) (orderbookmdp.order_book.price_level.OrderedDictLevel method) (orderbookmdp.order_book.price_level.PriceLevel method) get_level() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) get_level_2() (in module orderbookmdp.rl.level_2_data) get_level_2_sequence() (in module orderbookmdp.rl.level_2_data) get_market() (in module orderbookmdp.rl.market_env) get_messages() (orderbookmdp.rl.dist_envs.DistEnv method) (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.dp_env.ForwardDpEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuySell method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) get_multienv_app() (in module orderbookmdp.rl.app) get_ob() (in module orderbookmdp.order_book.market) get_obs() (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) get_pdf() (in module orderbookmdp.rl.env_utils)

get_portfolio_app() (in module orderbookmdp.rl.app) get_price() (orderbookmdp.order_book.price_levels.ListPriceLevels method) get_price_index() (orderbookmdp.order_book.price_levels.ListPriceLevels method) get_price_level() (in module orderbookmdp.order_book.price_levels) get_price_levels() (in module orderbookmdp.order_book.order_books) get_prices() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) get_private_variables() (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.dp_env.ForwardDpEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuyingPower method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvFunds method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvOpt method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) get_quotes() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) get_reward() (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.dp_env.ForwardDpEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuyingPower method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCritic method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvEndReward method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvFunds method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvOpt method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) get_snap() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method)

I

init_buy() (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) init_limits() (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) init_sell() (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) is_empty() (orderbookmdp.order_book.price_level.OrderedDictLevel method) (orderbookmdp.order_book.price_level.PriceLevel method) (orderbookmdp.order_book.price_levels.ListPriceLevels method)

is_not_empty() (orderbookmdp.order_book.price_level.OrderedDictLevel method) (orderbookmdp.order_book.price_level.PriceLevel method)

L

limit() (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.order_books.PyOrderBook method)

limit_message() (in module orderbookmdp.order_book.order_types) ListPriceLevels (class in orderbookmdp.order_book.price_levels) load_orders() (in module orderbookmdp.data_all.orderstream)

M

Market (class in orderbookmdp.order_book.market) market_message() (in module orderbookmdp.order_book.order_types) market_order() (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.order_books.PyOrderBook method) market_order_funds() (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.order_books.PyOrderBook method) MarketEnv (class in orderbookmdp.rl.market_env) MarketOrderEnv (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvAdjustment (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvBuyingPower (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvBuySell (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvCritic (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvCumReturn (class in orderbookmdp.rl.market_order_envs)

MarketOrderEnvEndReward (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvFunds (class in orderbookmdp.rl.market_order_envs) MarketOrderEnvOpt (class in orderbookmdp.rl.market_order_envs) match() (in module orderbookmdp.rl.level_2_data) (orderbookmdp.rl.dist_envs.SpreadEnv method) match_buy() (in module orderbookmdp.rl.level_2_data) match_sell() (in module orderbookmdp.rl.level_2_data) max_action (orderbookmdp.rl.dist_envs.SpreadEnv attribute) metadata (orderbookmdp.rl.market_env.MarketEnv attribute) min_change_order_capital (orderbookmdp.rl.dist_envs.SpreadEnv attribute) min_order_capital (orderbookmdp.rl.dist_envs.SpreadEnv attribute) MultiAgentOrderEnv (class in orderbookmdp.rl.multi_agent_envs) multipler (orderbookmdp.order_book.market.Market attribute)

N

n_price_levels (orderbookmdp.rl.dist_envs.DistEnv attribute)

n_tick_levels (orderbookmdp.rl.dist_envs.DistEnv attribute)

O

ob (orderbookmdp.order_book.market.Market attribute) observation_space (orderbookmdp.rl.dist_envs.SpreadEnv attribute) (orderbookmdp.rl.dp_env.ForwardDpEnv attribute) (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuyingPower attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvFunds attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvOpt attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute) on_close() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) on_error() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) on_message() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) on_open() (orderbookmdp.data_all.download_gdax.DownloadWebsocketClient method) order_id (orderbookmdp.order_book.order_books.OrderBook attribute) (orderbookmdp.order_book.order_books.PyOrderBook attribute) OrderBook (class in orderbookmdp.order_book.order_books) orderbookmdp (module) orderbookmdp.data_all (module) orderbookmdp.data_all.download_gdax (module) orderbookmdp.data_all.orderstream (module) orderbookmdp.order_book (module) orderbookmdp.order_book.constants (module) orderbookmdp.order_book.market (module) orderbookmdp.order_book.order_books (module) orderbookmdp.order_book.order_types (module) orderbookmdp.order_book.price_level (module) orderbookmdp.order_book.price_levels (module) orderbookmdp.order_book.utils (module) orderbookmdp.rl (module) orderbookmdp.rl.abstract_envs (module) orderbookmdp.rl.app (module) orderbookmdp.rl.back_track_copy (module)

orderbookmdp.rl.backtrack (module) orderbookmdp.rl.backtracklib (module) orderbookmdp.rl.dist_envs (module) orderbookmdp.rl.dp_env (module) orderbookmdp.rl.env_utils (module) orderbookmdp.rl.level_2_data (module) orderbookmdp.rl.market_env (module) orderbookmdp.rl.market_order_envs (module) orderbookmdp.rl.multi_agent_envs (module) orderbookmdp.rl.ray_remote (module) orderbookmdp.rl.test_1 (module) orderbookmdp.rl.testmp (module) OrderedDictLevel (class in orderbookmdp.order_book.price_level) orders (orderbookmdp.order_book.order_books.OrderBook attribute) (orderbookmdp.order_book.order_books.PyOrderBook attribute) (orderbookmdp.order_book.price_level.DequeLevel attribute) (orderbookmdp.order_book.price_level.OrderedDictLevel attribute) (orderbookmdp.order_book.price_level.PriceLevel attribute) (orderbookmdp.order_book.price_level.SortedTradesLevel attribute) orders_in_book (orderbookmdp.rl.abstract_envs.OrderTrackingEnv attribute) orders_in_book_dict (orderbookmdp.rl.abstract_envs.OrderTrackingEnv attribute) orderstream() (in module orderbookmdp.data_all.orderstream) OrderTrackingEnv (class in orderbookmdp.rl.abstract_envs) os (orderbookmdp.rl.abstract_envs.ExternalMarketEnv attribute) (orderbookmdp.rl.backtrack.CopyAbleMarketOrderEnvBuySell attribute) (orderbookmdp.rl.dp_env.ForwardDpEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnv attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvAdjustment attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuySell attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvBuyingPower attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCritic attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvEndReward attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvFunds attribute) (orderbookmdp.rl.market_order_envs.MarketOrderEnvOpt attribute)

P

pct_change (in module orderbookmdp.rl.env_utils) possession (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute) price_level_constructor (orderbookmdp.order_book.price_levels.PriceLevels attribute) price_n (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute)

PriceLevel (class in orderbookmdp.order_book.price_level) PriceLevels (class in orderbookmdp.order_book.price_levels) print_quotes() (orderbookmdp.order_book.price_levels.PriceLevels method) prune() (in module orderbookmdp.rl.dp_env) PyOrderBook (class in orderbookmdp.order_book.order_books)

Q

quote_differs (in module orderbookmdp.rl.env_utils)

quote_differs_pct (in module orderbookmdp.rl.env_utils) Quotes (in module orderbookmdp.order_book.constants)

R

RBTreePriceLevels (class in orderbookmdp.order_book.price_levels) rec() (in module orderbookmdp.rl.testmp) remove_level() (orderbookmdp.order_book.price_levels.ListPriceLevels method) (orderbookmdp.order_book.price_levels.PriceLevels method) (orderbookmdp.order_book.price_levels.SortedDictPriceLevels method) render() (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method)

reset() (orderbookmdp.rl.abstract_envs.ExternalMarketEnv method) (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnvCumReturn method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) reward_range (orderbookmdp.rl.market_env.MarketEnv attribute) run_until_next_quote_update() (orderbookmdp.rl.abstract_envs.ExternalMarketEnv method)

S

save_snapshot() (in module orderbookmdp.data_all.download_gdax) seed() (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.dp_env.ForwardDpEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) send_message() (orderbookmdp.order_book.market.ExternalMarket method) (orderbookmdp.order_book.market.Market method) send_messages() (orderbookmdp.rl.dist_envs.SpreadEnv method) (orderbookmdp.rl.dp_env.ForwardDpEnv method) (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) send_order() (orderbookmdp.rl.dp_env.ForwardDpEnv method)

setup_agent_dict() (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method) shutdown_server() (in module orderbookmdp.rl.app) size (orderbookmdp.order_book.price_level.DequeLevel attribute) (orderbookmdp.order_book.price_level.OrderedDictLevel attribute) (orderbookmdp.order_book.price_level.PriceLevel attribute) (orderbookmdp.order_book.price_level.SortedTradesLevel attribute) solutions (orderbookmdp.rl.backtracklib.Solver attribute) solve() (orderbookmdp.rl.backtracklib.Solver method) Solver (class in orderbookmdp.rl.backtracklib) SortedDictPriceLevels (class in orderbookmdp.order_book.price_levels) SortedTradesLevel (class in orderbookmdp.order_book.price_level) spec (orderbookmdp.rl.market_env.MarketEnv attribute) SpreadEnv (class in orderbookmdp.rl.dist_envs) step() (orderbookmdp.rl.market_env.MarketEnv method) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv method)

T

test() (in module orderbookmdp.rl.level_2_data) test_1() (in module orderbookmdp.rl.test_1) tick_dec (orderbookmdp.order_book.market.Market attribute) tick_size (orderbookmdp.order_book.market.Market attribute) time (orderbookmdp.order_book.market.ExternalMarket attribute) (orderbookmdp.rl.backtracklib.Solver attribute)

to_float() (in module orderbookmdp.order_book.utils) to_int() (in module orderbookmdp.order_book.utils) Trade (in module orderbookmdp.order_book.constants) trades_list (orderbookmdp.rl.market_env.MarketEnv attribute) (orderbookmdp.rl.multi_agent_envs.MultiAgentOrderEnv attribute) tree (orderbookmdp.rl.backtracklib.Solver attribute)

U

unwrapped (orderbookmdp.rl.market_env.MarketEnv attribute) update() (orderbookmdp.order_book.order_books.OrderBook method) (orderbookmdp.order_book.order_books.PyOrderBook method) (orderbookmdp.order_book.price_level.PriceLevel method)

update_opt_cap() (orderbookmdp.rl.market_order_envs.MarketOrderEnv method) update_order_tracking() (orderbookmdp.rl.abstract_envs.OrderTrackingEnv method)