/ Are prices at or within limit prices? / x direction / y price / z limit or reference price / arguments may be columns or lists of equal length withinlimit: {?[x = `BUY; not y > z; not y < z]} / Access quantities and prices on the side of the order book appropriate to the order direction. / x direction / y bid side value / z ask side value / arguments may be columns or lists near: {?[x = `BUY; y; z]} far: {?[x = `BUY; z; y]} / VWAP after the given quantity and price have been included. / qty cumulative volume / prx previous VWAP / q additional quantity / p price of additional quantity vwapafter: {[qty; prx; q; p] ((qty * prx) + q * p) % qty + q} / Gross up the given quantity. / x quantity / y participation rate gross: {`int$ x % 1 - y} / Price difference relative to the given benchmark, so that over is positive and under is negative. / x direction / y price / z reference relative: {?[x = `BUY; y - z; z - y]}