Class TickSchedule

A validated, ordered tick schedule: the increment an instrument trades in at each price. Every boundary must be a multiple of the ticks on both of its sides, so the boundary is itself a valid price, rounding within a band is also the nearest valid price overall, and no step ever skips a boundary.

Constructors

constructor

Properties

bands minMove

Methods

round step tickAt

Constructors

constructor

Properties

Readonlybands

bands: readonly TickBand[]

ReadonlyminMove

minMove: number

The finest grid every scheduled price lies on: the greatest common divisor of the ticks. It is the smallest tick whenever the ticks nest, and finer when they do not, because 20.05 on a 0.05 band is no multiple of 0.02.

Methods

round

  • round(price: number): number

  • The nearest valid price, NaN when price is not finite. A price halfway between two valid prices, as written in decimal, rounds toward positive infinity.

    Parameters

    • price: number

    Returns number

step

  • step(price: number, ticks: number): number

  • The valid price ticks whole ticks from price (rounded first). Up from a boundary uses the band that starts there, down from it the band below.

    Parameters

    • price: number
    • ticks: number

    Returns number

tickAt

  • tickAt(price: number): number

  • The tick at price, NaN when it is not finite.

    Parameters

    • price: number

    Returns number

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