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public interface OrderBookInfo
Holds information related to the behaviour of the order book.
Method Summary | |
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FixedPointNumber |
getPriceIncrement()
Get the price increment in which orders can be placed, i.e. |
FixedPointNumber |
getQuantityIncrement()
Get the quantity increment in which orders can be placed. |
FixedPointNumber |
getVolatilityBandPercentage()
Get the retail volatility band for the order book, this limits how far from the spread an order can be placed. |
Method Detail |
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FixedPointNumber getPriceIncrement()
FixedPointNumber getQuantityIncrement()
FixedPointNumber getVolatilityBandPercentage()
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