What does this calculation give me in trading?
There are two legs on a Group Order/Order Pair.
Each of the leg represents an Order
legTwoQty = legOneQty = Total Qty/Shares of the Order.
legOneCumQty = legTwoCumQty = Total Qty that is "filled" (accepted by the exchange) of the Order.
What does this aforementioned calculation give me?
final float legTwoToLegOneQtyRatio = (float)legTwoQty / legOneQty;
int result = (int)( Math.round( legTwoCumQty / legTwoToLegOneQtyRatio ) - legOneCumQty );