Prevailing Quote at Trade Time

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

xxxxxxxxx xxxxxxxx_xxxxxx(xxxxxx, 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.