Level1SpreadWidener

Level1SpreadWidener

public Level1SpreadWidener(decimal percent)

level1SpreadWidener = Level1SpreadWidener(percent)

Initializes a new instance of the Level1SpreadWidener class.

percent

Half-spread widening, in percent. Non-positive disables widening.

IsEnabled

public bool IsEnabled { get; }

value = level1SpreadWidener.IsEnabled

if Percent is positive and widening is applied.

Percent

public decimal Percent { get; }

value = level1SpreadWidener.Percent

Half-spread widening, in percent.

Apply

public Level1ChangeMessage Apply(Level1ChangeMessage msg)

result = level1SpreadWidener.Apply(msg)

Returns a copy of with the best bid shifted down and the best ask shifted up by Percent.

msg

Source level1 change message.

Returns: Widened copy; the original message when widening is disabled; or if is .