Support Board
Date/Time: Mon, 23 Jun 2025 18:58:35 +0000
Post From: Depth of market / pulling stacking not working with Teton
| [2022-02-15 00:01:38] |
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Refer to this code example: int BidArrayLevels = min(MaximumMarketDepthLevels, sc.GetBidMarketDepthNumberOfLevels());
for (int Level = 0; Level < BidArrayLevels; Level++) { int OutputIndex = sc.ArraySize - 1 - Level; s_MarketDepthEntry DepthEntry; sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level); Subgraph_BidSize[OutputIndex] = (float)DepthEntry.Quantity; Subgraph_BidValue[OutputIndex] = DepthEntry.AdjustedPrice; float StackPullValue = (float)sc.GetBidMarketDepthStackPullValueAtPrice(DepthEntry.AdjustedPrice); Subgraph_BidStackPullValue[OutputIndex] = StackPullValue; } Notice the use of adjusted price: DepthEntry.AdjustedPrice
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