The aim is to get orders placed/modify at a click of a button. The process is simple and pretty straight forward which involves a simple mathematical function to deliver results.
Let us consider an example of the buy-side market depth.
1st 100 quantities - bid price $100
2nd 11 quantities - bid price $99.50
3rd 88 quantities - bid price $99.10
4th 17 quantities - bid price $89.99 (my order)
In order to get your order executed first, you would need to place an order above $100. Here, with a click of a button, it should modify the order from $89.99 to $100.01 to be on top to get the buy order executed on priority. The code works in a way where it checks for the best ask price ($100) + 0.01 (adds base unit) to get first in the queue.
It will reflect the same for a sell order.
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