remove_and_update: remove_and_update
In norwegianblueparrot/marketsimulatr: A Package For Simulating A Continuous-Time, Stochastic, Double Auction
View source: R/order_functions.R
Description
Remove orders from the limit books and update the available market depth.
Usage
1
remove_and_update(order_book, remove_rows, next_slot)
Arguments
order_book
The book to be updated
remove_rows
The orders to be removed (because order is canceller or order has been used to fill an order)
next_slot
The next orders in the book to be shifted upwards once the required orders are removed.
norwegianblueparrot/marketsimulatr documentation built on Dec. 22, 2021, 3:13 a.m.
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View source: R/order_functions.R
Description
Remove orders from the limit books and update the available market depth.
Usage
1 | remove_and_update(order_book, remove_rows, next_slot)
|
Arguments
order_book |
The book to be updated |
remove_rows |
The orders to be removed (because order is canceller or order has been used to fill an order) |
next_slot |
The next orders in the book to be shifted upwards once the required orders are removed. |
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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