MBO orderbook. Order types by price
Posted: Mon Jul 26, 2021 10:06 pm
Hello, I am trying to figure out how I would create an MBO orderbook where each column was a profile of stops orders, and positions as they open and close. For example, if I get a stop run at 4000, I should see the profile at that level get bigger as stops come in. Or, profiles that grows as longs enter a new position, and shrinks as they exit positons and vice versa for shorts. Do i have this capability in the Java API, or is that something only available in the JS api?