GetHFData (version 1.7)

organize.lob: Organizes LOB (internal function)

Description

This internal recursive function organizes the lob by making sure that all prices and time are ordered. Every time that prices in the bid and ask matches, it will create a trade and modify the lob accordingly.

Usage

organize.lob(my.lob, silent = TRUE)

Arguments

my.lob

A LOB (order book)

silent

Should the function print progress ? (TRUE (default) or FALSE)

Value

An organized LOB

Examples

# NOT RUN {
# no examples (internal)
# }