Classes Files

Wombat::MamdaOptionExchangeUtils

A class with static utility functions for dealing with exchanges.

Public Functions

  Name
bool isBbo(string exchange)
Return whether the exchange ID is the one used to represent the best bid and offer. Currently hardcoded to match “”, “BBO” and “Z”.
bool isWombatBbo(string exchange)
Return whether the exchange ID is the one used to represent the Wombat-calculated best bid and offer. Currently hardcoded to match “BBO”.

Public Functions Documentation

function isBbo

static bool isBbo(
    string exchange
)

Return whether the exchange ID is the one used to represent the best bid and offer. Currently hardcoded to match “”, “BBO” and “Z”.

Parameters:

  • exchange

Return:

function isWombatBbo

static bool isWombatBbo(
    string exchange
)

Return whether the exchange ID is the one used to represent the Wombat-calculated best bid and offer. Currently hardcoded to match “BBO”.

Parameters:

  • exchange

Return:


Updated on 2023-03-31 at 15:30:16 +0100