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Date/Time: Mon, 24 Feb 2025 22:37:56 +0000

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Post From: What does this code mean?

[2021-03-22 23:42:58]
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User769783 - Posts: 190
for (int LevelIndex = 0; LevelIndex < AskNumLevels; LevelIndex++)

{

s_MarketDepthEntry MarketDepthEntry;

sc.GetAskMarketDepthEntryAtLevel(MarketDepthEntry, LevelIndex);

ActualAskLevels = sc.GetAskMarketLimitOrdersForPrice(sc.Round(MarketDepthEntry.Price / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData);

for (int AskOrderDataIndex = 0; AskOrderDataIndex < ActualAskLevels; AskOrderDataIndex++)

{

uint64_t AskOrderID = MarketOrderData[AskOrderDataIndex].OrderID;
t_MarketDataQuantity AskMarketDataQuantity = MarketOrderData[AskOrderDataIndex].OrderQuantity;

}