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Test

etomic
jl777 7 years ago
parent
commit
8ff6f8e393
  1. 4
      iguana/exchanges/LP_RTmetrics.c

4
iguana/exchanges/LP_RTmetrics.c

@ -190,18 +190,22 @@ double _LP_RTmetric_calc(struct LP_metricinfo *mp,double bestprice,double maxpri
if ( relvolume < mp->minvol )
{
metric *= (mp->minvol / relvolume);
printf("relvolume < minvol %.8f\n",(mp->minvol / relvolume));
}
else if ( relvolume > mp->maxvol )
{
metric *= (relvolume / mp->maxvol);
printf("relvolume > minvol %.8f\n",(relvolume / mp->maxvol));
}
if ( relvolume < mp->balance/LP_MINVOL )
{
metric *= (mp->balance / relvolume);
printf("relvolume < balance %.8f\n",(mp->balance / relvolume));
}
else if ( relvolume > mp->balance/mp->numutxos )
{
metric *= (relvolume / (mp->balance/mp->numutxos));
printf("relvolume < ave %.8f\n",(relvolume / (mp->balance/mp->numutxos)));
}
if ( mp->age > LP_ORDERBOOK_DURATION*0.8 )
metric *= 2;

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