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ctubio / tribeca

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
https://127.0.0.1:3000
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FairValue calculation error on OkCoin #89

Closed viperzero closed 7 years ago

viperzero commented 7 years ago

the fair value is counted wrong on OkCoin. I use the latest commit. currently the value is 2013 but somehow bot think it is over 2100

fairvalue_error

ctubio commented 7 years ago

in the image i see it displays a the top bid of 2120, and the top ask of 2120.01, thats why it displays also a fair value of 2120.

from where you take the values of 2013 and 2100?