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bestSize

We have a table of bid prices and sizes of two buyers. Bid price p with size s means that the buyer is open to buy s number of product at price p. We have a table of four columns:

  • bid prices offered by the two buyers, pA and pB.
  • bid sizes, sA and sB.

Our job is to add a new best size column (bS) to the table, that returns the size at the best price. If the two buyers have the same price then bS is equal to sA + sB, otherwise, we need to take the bid size of the buyer that offers the higher price.

An example table with the desired extra column is below. The best prices are in bold.

Sample table

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Calculating best size of buyer's quotes

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