Closed zyzek closed 6 years ago
We discussed earlier having the crt/nom price reflected as a moving average for the implementation of the utilisation ratio, but I think the actual prices themselves need to reflect the current order book. Happy to be overruled on that though.
This has been addressed by a rolling average price.
Right now the prices are just the midpoints of the current order book spread. It's exceeding volatile, perhaps it should be a rolling average, volume weighted, or some other thing, in order to smooth out market shocks?
Otherwise, perhaps it should return the (highest bid, lowest ask) pair and we can render out the candlesticks.