short question,
what whould be the most efficient and reliable way to get the current inside bid and offer price in OnMarketData() and OnMarketDepth()?
is it useful to use GetCurrentAsk(), GetCurrentBid()?
When are those methods updated, are they updated depending on the method from which they are called? e.g. calling GetCurrentAsk() from OnMarketData whould mean it is updated by each MarketData event, or if not, when is it updated?
is there maybe a better way to get the current inside market prices using OnMarketData and OnMarketDepth?
regards
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