pub fn get_worst_px_for_quantity(
qty: Quantity,
levels: &BTreeMap<BookPrice, BookLevel>,
) -> Option<Price>Expand description
Calculates the worst (last-touched) price while filling a specified quantity from order book levels.
For buy-side traversal this is the highest ask touched; for sell-side traversal
this is the lowest bid touched. Returns None when no quantity can be matched.