Type Alias KoCalculations

subscriptions

estimateProduct

• estimateProduct(
      param: {
          currentQuotes: { prodAsk: Quote; prodBid: Quote; underlying: Quote };
          underlyingQuote: number;
      },
  ): {
      askTooOld: boolean;
      bidTooOld: boolean;
      prodAsk: number;
      prodBid: number;
      rest?: any[];
  }

  Parameters

  • param: {
        currentQuotes: { prodAsk: Quote; prodBid: Quote; underlying: Quote };
        underlyingQuote: number;
    }

  Returns {
      askTooOld: boolean;
      bidTooOld: boolean;
      prodAsk: number;
      prodBid: number;
      rest?: any[];
  }

estimateUnderlying

• estimateUnderlying(
      param: {
          currentQuotes: { prodAsk: Quote; prodBid: Quote; underlying: Quote };
          prodAsk?: number;
          prodBid?: number;
      },
  ): {
      askTooOld: boolean;
      bidTooOld: boolean;
      rest?: any[];
      underlyingQuote: number;
  }

  Parameters

  • param: {
        currentQuotes: { prodAsk: Quote; prodBid: Quote; underlying: Quote };
        prodAsk?: number;
        prodBid?: number;
    }

  Returns {
      askTooOld: boolean;
      bidTooOld: boolean;
      rest?: any[];
      underlyingQuote: number;
  }