Average fund value autoprice

iguana/exchanges/LP_portfolio.c

@@ -540,7 +540,15 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
                     {
                         price = (bidprice + askprice) * 0.5;
                         bidprice = (1. / price * (1. + buymargin));
+                        if ( LP_autorefs[i].lastbid < SMALLVAL )
+                            LP_autorefs[i].lastbid = bidprice;
+                        else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.99) + (0.01 * bidprice);
+                        bidprice = LP_autorefs[i].lastbid;
                         askprice = price * (1. + sellmargin);
+                        if ( LP_autorefs[i].lastask < SMALLVAL )
+                            LP_autorefs[i].lastask = askprice;
+                        else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.99) + (0.01 * askprice);
+                        askprice = LP_autorefs[i].lastask;
                         LP_mypriceset(&changed,rel,base,bidprice);
                         LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,bidprice);
                         LP_mypriceset(&changed,base,rel,askprice);