The BestBidAskTrackingOptions type exposes the following members.
Properties
Name | Description | |
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![]() | BestBidAskTrackingParameters |
Describes which price level parameters will be used to track best bids and best asks.
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![]() | OrdersCountThreshold |
Orders count threshold in percents.
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![]() | PriceThreshold |
Price threshold in percents.
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![]() | QuantityThreshold |
Quantity threshold in percents.
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