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)

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