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Most efficient way to get current bid/ask each time OnMarketDepth being called?

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    Most efficient way to get current bid/ask each time OnMarketDepth being called?

    Currently I am using the the GetCurrentBid and GetCurrentAsk methods, however I am worried that it might not be the best possible way to call them each time OnMarketDepth method is being called.

    #2
    Hello sugafree84,

    In that context that would be the best way to get that data. You can otherwise use OnMarketData to set variables based on the bid/ask events.

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