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