Prevailing Quote at Trade Time

xxxxxxxxx xxxxxxxx_xxxxxx(xxxxxx, xxxxxx). xx xxxxxx xxxx xxxxx xx xxxxx xx xxxxxx xxxxxxxxx, xxxxx xxx xxxxx xxxx xxx xxxxxxxxxx xxxx xxx xxxxx xxxxxxx.

x xxxxx xxx xxxxx xxxxx xxx xxxx xxxx xxxxx xxx xxxxxx xxxx xxxx xxxxxx, xxx xxx xxxxxxxx xxxxx xxxxxx xxxx xx xxxxxx.

xxxx xxxxx xx x xxxx xx xxxx xxxx xx xxx xxxxx. xxxx xxxxx xx x xxxx xx xxxx xxxx xx, xxx xxx xxx. xxxx xxxxx xxx xxxxxxx xxxxxx xx xx xxxxxxxxx. xxxxx xxxxxxxxxx xxx xxxxxxxx xxxxxxxxxx; xxxxx xxxxxxxxxx xxx xxx xxxxxxxxxxx xxxxxxxx.

xxx xxxx xxxxx, xxx xxxxxxxxxx xxxxx xx xxx xxxx xxxxx xxxx xxxxx["xx"] <= xxxxx["xx"]. x xxxxx xxxxxxx xx xxx xxxxx'x xxx xxxxxxxxx xxxxxx: xx xxx xxxxxxxxx, xx xxx xxxxx xxx xx. x xxxxx xxxxxxx xxx xxxxxx xxxxx xxx xxx xxxxx xxx.

xxxxx xxxx xxxxx, xxxxxxxx xxx xxxxx:

• 'x' xx xxxxx >= xxx, xx xxxxxx xxx xxxxx;
• 'x' xx xxxxx <= xxx, xx xxx xxx xxx;
• 'x' xxxxxxxxx, xx xxxxxxx xxxxxx xxx xxxxxx.

xxxx (xx, xxx, xxx, xxxx) xxx xxxx xxxxxxxxxx xxxxx, xx xxxxx xxxxx. x xxxxx xxxx xxxxxx xxxxxx xxx xxxxx xxxxx xxx xx xxxxxxxxxx xxxxx xxx xx xxxxxxx xxxx xxx xxxxxx xxxxxxxx.

xxxxxxxx

xxxxxxxx_xxxxxx(
    [{"xx": x, "xxxxx": xxx}, {"xx": xx, "xxxxx": xxx}, {"xx": xx, "xxxxx": xxx}],
    [{"xx": x, "xxx": xx, "xxx": xxx}, {"xx": xx, "xxx": xxx, "xxx": xxx}],
)
# [(x, xx, xxx, 'x'), (xx, xxx, xxx, 'x'), (xx, xxx, xxx, 'x')]

xxxxxxxx_xxxxxx(
    [{"xx": x, "xxxxx": xx}, {"xx": x, "xxxxx": xx}],
    [{"xx": x, "xxx": xx, "xxx": xx}],
)
# [(x, xx, xx, 'x')]

xx xxx xxxxxx xxxxxxx xxx xxxxx xx xx = x xxxxxxxx xxxxx xxxxx, xx xx xx xxxxxxx xxxxxx xxxx xxxxxxx xxxxxxx xx xxx xxxxx xx xx = x.

xxxxxxxxxxx

• x <= xxx(xxxxxx) <= x * xx^x xxx x <= xxx(xxxxxx) <= x * xx^x.
• xxx xxxxxxxxxx, xxxxxx, xxxx xxx xxxx xxx xxxxxxxx, xx xxx xxxxxxxxxxx xxx xxxxx. xx xxx xxxxxxx xx xxxxx.
• x xxxxx xxxxx xxxxxxxxxx xxxxx xxx xxxx xxx xxxxxxx, xxxxxxx xxxx xxxx xx.
• xxx xxxxxx xxxxxxxxxxx xxxx xxxx xxx,xxx xxxxxx xxxxxxx xxx,xxx xxxxxx. xxxxxxxx xxx xxxxx xxxx xxx xxxx xxxxx xx ( x(x xxxx x) = xx^{xx} ) xxx xxxx xxx xxxxxx. xxxx xxxxx xxx xxxxxx, xx xxx xxxxx xxxx xx xxxxxx; xxxxxx xxx xxxxx xxx xxxxxxxxx xx xxx xxxxxx x xxxxxxxxxx xxxx.