atkinson / wagmi

An execution framework for systematic strategies
BSD 2-Clause "Simplified" License
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Update get_spread_midpoint computation #14

Closed arnaudj closed 2 years ago

arnaudj commented 2 years ago

Enter at spread midpoint if enough ticks are available, otherwise default to best bid (for buy) or best ask (for sell).

Implements #13

atkinson commented 2 years ago

thank you @arnaudj