Get best price for instrument
To register a purchase order at the current best price for the instrument, the following schema can be used:
For the Variable cube, the Instrument data type is selected. If the instrument is not specified, but the Parameters flag of the Common property group is set, then it will be taken from the strategy and passed to the Order book cube. The Order book cube, after receiving the current instrument from the variable, passes the order book changes by the selected instrument through the output parameter. When receiving order book changes, the Converter cube chooses the current value of the best purchase price from them.