The Lab

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changes.mady.by.user Hymavathi Velagapudi

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New Version 355

changes.mady.by.user Renghanath Natarajan

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Comment: Published by Scroll Versions from this space and version 1.5.15

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  • Whisperer ensures that books will never exceed any specific requested depth - when  when implicit deletes are detected, the explicit Delete MDEntry is placed before the New that triggers it.
  • Two MDEntries in a PriceDepth book may momentarily have the same price - this typically occurs when multiple MDEntries on one side of the book change their prices up or down, such that the first MDEntry moves to a price level occupied by a different MDEntry that has yet to have it's price modified.

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