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And here are the actual values for MBP Order Book.
Please pay also attention to the value for the "number of orders" - '2147483647' which is not correct.
GayaneD
changed the title
MBP Order Book is constructed incorrectly if Order Book isn’t empty
MBP Order Book is constructed incorrectly if Implied Order Book isn’t empty
Sep 8, 2017
GayaneD
changed the title
MBP Order Book is constructed incorrectly if Implied Order Book isn’t empty
MBP Order Book is incorrectly constructed if Implied Order Book isn’t empty
Sep 20, 2017
MBP Order Book is constructed incorrectly if Implied Order Book isn’t empty.
Here are the correct values for MBP Order Book and Implied Order Book:
Order Book 2ZQH0 :
Bid : [email protected] (1), 85@9827 (1)
Ask : 180@9830 (2), [email protected] (2)
Implied Order Book 2ZQH0 :
Bid : 85@9828, [email protected]
Ask : 49@9830, [email protected]
And here are the actual values for MBP Order Book.
Please pay also attention to the value for the "number of orders" - '2147483647' which is not correct.
[INFO ] 2017-09-07 13:10:07.743 [main] MBOWithMBPMain - MBP Book for '998152'
1 - bid['9827.5' - '75' == '1'] ask['9830.0' - '49' == '2147483647']
2 - bid['9827.0' - '85' == '1'] ask['9830.5' - '30' == '2147483647']
3 - bid['9826.5' - '72' == '1'] ask['9828.0' - '85' == '2147483647']
4 - bid['9.223372036854775E11' - '0' == '0'] ask['9827.5' - '2' == '2147483647']
5 - bid['9.223372036854775E11' - '0' == '0'] ask['9830.0' - '180' == '2']
6 - bid['9.223372036854775E11' - '0' == '0'] ask['9830.5' - '102' == '2']
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