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WallarooLabs / wally

Distributed Stream Processing
https://www.wallaroolabs.com
Apache License 2.0
1.48k stars 69 forks source link

Fix nbbo data generation bug that made all spreads be 0 #3133

Closed jtfmumm closed 4 years ago

jtfmumm commented 4 years ago

We were converting to a u64, truncating decimals, which led all offers to be exactly the same as bids on non-rejected data.

Closes #3132