Description Usage Arguments Value Examples
View source: R/ghfd_lob_fcts.R
This internal recursive function organizes the lob by making sure that all prices and time are ordered. Every time that prices in the bid and ask matches, it will create a trade and modify the lob accordingly.
1 | organize.lob(my.lob, silent = TRUE)
|
my.lob |
A LOB (order book) |
silent |
Should the function print progress ? (TRUE (default) or FALSE) |
An organized LOB
1 | # no examples (internal)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.