orderbook (version 1.0)

orderbook-class: Class "orderbook"

Description

Functions for manipulating and extractiong information from an orderbook

Objects from the class

Objects can be created by calls to the function orderbook

Examples

library(orderbook)

filename <- system.file("extdata", "sample.txt",
                        package = "orderbook")

ob <- orderbook(file = filename)
ob <- read.orders(ob, 500)

show(ob)
summary(ob)
display(ob)