This internal recursive function organizes the lob by making sure that all prices and time are ordered. Every time that prices in the bid and ask matches, it will create a trade and modify the lob accordingly.
organize.lob(my.lob, silent = TRUE)
| my.lob | A LOB (order book) |
|---|---|
| silent | Should the function print progress ? (TRUE (default) or FALSE) |
An organized LOB
# no examples (internal)