Hello everyone,
Is it possible to create an algorithm for the robot to interpret order book, price below or above, to enter or leave? I wish he could
differentiate a high or low volume in the order book. Any suggestions for material to accomplish it?
Files:
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[in] Reference to an array of Depth of Market records. The array can be pre-allocated for a sufficient number of records. If a dynamic array hasn't been pre-allocated in the operating memory, the client terminal will distribute the array itself.

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