Support Board
Date/Time: Sat, 23 Nov 2024 09:29:37 +0000
Post From: Market depth calculation logic.
[2024-11-20 23:08:50] |
beanthehacker - Posts: 31 |
Thank you. Can you explain the calculation logic? I am trying to read the .depth file for some stats and the numbers don't match with the replays. 1) Does the price level's running count ever get reset (other than when it is traded through of course)? 2) While regenerating the p/s using .depth file, should I skip the snapshot part that's emitted every 10mins? Help would be greatly appreciated, thanks. |