Quote
default_quote_price
Path in Local Pack include/quote.h
A default price to describe an empty level. Takes a direction.
Returns a default price for the quote with given direction.
Note: if the quote doesn't exist, then it's price is equal to default_quote_price(dir).
Quote
Path in Local Pack include/quote.h
Description of a price level in the order book.
Methods
Name | Description |
---|---|
dir() | Quote direction. |
price() | Quote price. |
volume() | Quote volume. |
server_time() | Quote latest change server time. |
Methods description
dir()
Returns a direction of the quote.
C++
Python
Dir dir() const;
def dir(self)
price()
Returns a price of the quote.
C++
Python
Price price() const;
def price(self)
volume()
Returns total volume of lots in orders in this quote.
C++
Python
Amount volume() const;
def volume(self)
server_time()
Returns the latest server time, when the quote has been changed, in microseconds.
C++
Python
Microseconds server_time() const;
def server_time(self)