Support Board
Date/Time: Wed, 15 Jan 2025 18:36:01 +0000
Post From: Worst Position In Queue
| [2017-08-07 10:48:06] |
| User34947 - Posts: 42 |
|
I wonder if you would consider to add a column to the Trade DOM, one may call it Worst Position In Queue (WPIQ) For example, if we insert a limit order on the bid at price P then - the start value of WPIQ at price P is the bid size at price P after the order is accepted - if bid size at price P < WPIQ then WPIQ = bid size at price P - if X volume trade at P then subtract X to WPIQ Thank you |