Browse Source

Test

etomic
jl777 8 years ago
parent
commit
75a1336716
  1. 3
      iguana/exchanges/mm.c

3
iguana/exchanges/mm.c

@ -485,7 +485,10 @@ int32_t marketmaker_spread(char *exchange,char *base,char *rel,double bid,double
if ( bid > SMALLVAL && bidvol > SMALLVAL && ptr->dir > 0 && fabs(bid - ptr->price) < separation ) if ( bid > SMALLVAL && bidvol > SMALLVAL && ptr->dir > 0 && fabs(bid - ptr->price) < separation )
nearflags[0]++; nearflags[0]++;
if ( ask > SMALLVAL && askvol > SMALLVAL && ptr->dir < 0 && fabs(ask - ptr->price) < separation ) if ( ask > SMALLVAL && askvol > SMALLVAL && ptr->dir < 0 && fabs(ask - ptr->price) < separation )
{
printf("%.8f near %.8f\n",ask,ptr->price);
nearflags[1]++; nearflags[1]++;
}
} }
} }
} }

Loading…
Cancel
Save