BestPrice

Constructors:

• BestPrice(global_bid_price, global_bid_size, global_ask_price, global_ask_size, local_bid_price, local_bid_size, local_ask_price, local_ask_size)

Member Functions:

• get_bid_price()
• get_bid_size()
• get_ask_price()
• get_ask_size()
• get_global_bid_price()
• get_global_bid_size()
• get_global_ask_price()
• get_global_ask_size()
• get_local_bid_price()
• get_local_bid_size()
• get_local_ask_price()
• get_local_ask_size()

---

BestPrice(global_bid_price, global_bid_size, global_ask_price, global_ask_size, local_bid_price, local_bid_size, local_ask_price, local_ask_size)

Parameters

• global_bid_price : float

  Current best global bid price.

• global_bid_size : int

  Current available volume at the best global bid price level (1 size = 100 shares).

• global_ask_price : float

  Current best global ask price.

• global_ask_size : int

  Current available volume at the best global ask price level (1 size = 100 shares).

• local_bid_price : float

  Current best local bid price.

• local_bid_size : int

  Current available volume at the best local bid price level (1 size = 100 shares).

• local_ask_price : float

  Current best local ask price.

• local_ask_size : int

  Current available volume at the best local ask price level (1 size = 100 shares).

Return Value

None

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get_bid_price()

This method returns the best bid price.

Parameters

NA

Return Value

float : Current best bid price, among both global and local order books.

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get_bid_size()

This method returns the available volume at the best bid price level.

Parameters

NA

Return Value

int : Current available volume at the best bid price level, among both global and local order books (1 size = 100 shares).

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get_ask_price()

This method returns the best ask price.

Parameters

NA

Return Value

float : Current best ask price, among both global and local order books.

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get_ask_size()

This method returns the available volume at the best ask price level.

Parameters

NA

Return Value

int : Current available volume at the best ask price level, among both global and local order books (1 size = 100 shares).

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get_global_bid_price()

This method returns the best global bid price.

Parameters

NA

Return Value

float : Current best global bid price.

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get_global_bid_size()

This method returns the available volume at the best global bid price level.

Parameters

NA

Return Value

int : Current available volume at the best global bid price level (1 size = 100 shares).

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get_global_ask_price()

This method returns the best global ask price.

Parameters

NA

Return Value

float : Current best global ask price.

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get_global_ask_size()

This method returns the available volume at the best global ask price level.

Parameters

NA

Return Value

int : Current available volume at the best global ask price level (1 size = 100 shares).

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get_local_bid_price()

This method returns the best local bid price.

Parameters

NA

Return Value

float : Current best local bid price.

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get_local_bid_size()

This method returns the available volume at the best local bid price level.

Parameters

NA

Return Value

int : Current available volume at the best local bid price level (1 size = 100 shares).

---

get_local_ask_price()

This method returns the best local ask price.

Parameters

NA

Return Value

float : Current best local ask price.

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get_local_ask_size()

This method returns the available volume at the best local ask price level.

Parameters

NA

Return Value

int : Current available volume at the best local ask price level (1 size = 100 shares).