BestPrice

Constructors:

• BestPrice(globalBidPrice, globalBidSize, globalAskPrice, globalAskSize, localBidPrice, localBidSize, localAskPrice, localAskSize)

Member Functions:

• getBidPrice()
• getBidSize()
• getAskPrice()
• getAskSize()
• getGlobalBidPrice()
• getGlobalBidSize()
• getGlobalAskPrice()
• getGlobalAskSize()
• getLocalBidPrice()
• getLocalBidSize()
• getLocalAskPrice()
• getLocalAskSize()

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BestPrice(globalBidPrice, globalBidSize, globalAskPrice, globalAskSize, localBidPrice, localBidSize, localAskPrice, localAskSize)

Parameters

• globalBidPrice : float

• globalBidSize : int

• globalAskPrice : float

• globalAskSize : int

• localBidPrice : float

• localBidSize : int

• localAskPrice : float

• localAskSize : int

Return Value

None

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getBidPrice()

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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getBidSize()

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.

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getAskPrice()

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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getAskSize()

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.

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