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:

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

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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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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 (1 size = 100 shares).

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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 (1 size = 100 shares).

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getGlobalBidPrice()

This method returns the best global bid price.

Parameters

NA

Return Value

float : Current best global bid price.

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getGlobalBidSize()

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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getGlobalAskPrice()

This method returns the best global ask price.

Parameters

NA

Return Value

float : Current best global ask price.

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getGlobalAskSize()

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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getLocalBidPrice()

This method returns the best local bid price.

Parameters

NA

Return Value

float : Current best local bid price.

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getLocalBidSize()

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).

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getLocalAskPrice()

This method returns the best local ask price.

Parameters

NA

Return Value

float : Current best local ask price.

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getLocalAskSize()

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).