fill_order: fill_order
In norwegianblueparrot/marketsimulatr: A Package For Simulating A Continuous-Time, Stochastic, Double Auction
View source: R/order_functions.R
Description
Fill orders once available market depth is available.
Usage
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fill_order(
market_order,
order_book,
record,
current_price,
tick_size,
next_order_position,
mm_price
)
Arguments
market_order
The order to be filled.
order_book
The order book
record
The trading record (which is tracking the traded prices)
current_price
The current trading price
tick_size
The minimum tick size allowed
next_order_position
The position of the next order in the book
mm_price
THe market makers price
norwegianblueparrot/marketsimulatr documentation built on Dec. 22, 2021, 3:13 a.m.
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View source: R/order_functions.R
Description
Fill orders once available market depth is available.
Usage
1 2 3 4 5 6 7 8 9 | fill_order(
market_order,
order_book,
record,
current_price,
tick_size,
next_order_position,
mm_price
)
|
Arguments
market_order |
The order to be filled. |
order_book |
The order book |
record |
The trading record (which is tracking the traded prices) |
current_price |
The current trading price |
tick_size |
The minimum tick size allowed |
next_order_position |
The position of the next order in the book |
mm_price |
THe market makers price |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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