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should_handle_own_book_order

Function should_handle_own_book_order 

Source
pub fn should_handle_own_book_order(order: &OrderAny) -> bool
Expand description

Returns whether an order belongs in an own order book.

An eligible order has a price, does not use IOC or FOK time in force, is not held by the order emulator, and has a base-denominated quantity. Emulated orders never rest in the public book, and a quote-quantity order becomes eligible once an update converts it to base units.