The order book is a set of orders. An order can have several attributes, and the exact set of attributes varies, but it should at least specify
-
whether you are buying or selling
-
what price you are executing at
-
what quantity you are executing
The order book is a set of orders. An order can have several attributes, and the exact set of attributes varies, but it should at least specify
whether you are buying or selling
what price you are executing at
what quantity you are executing