/// <summary>
/// Get the mid-market price between the best (top) ask and bid prices.
/// </summary>
/// <param name="top"></param>
/// <returns></returns>
public static decimal MidMarketPrice(this OrderBookTop top)
{
Throw.IfNull(top, nameof(top));
return((top.Ask.Price + top.Bid.Price) / 2);
}
/// <summary>
/// Get whether a price is the best bid or ask price.
/// </summary>
/// <param name="orderBookTop">The order book top.</param>
/// <param name="price">The price.</param>
/// <returns></returns>
public static bool IsBestPrice(this OrderBookTop orderBookTop, decimal price)
{
return(price == orderBookTop.Bid.Price || price == orderBookTop.Ask.Price);
}
/// <summary>
/// Get the price difference between the best (top) ask and bid prices.
/// </summary>
/// <param name="top"></param>
/// <returns></returns>
public static decimal Spread(this OrderBookTop top)
{
Throw.IfNull(top, nameof(top));
return(top.Ask.Price - top.Bid.Price);
}