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danielkorzekwa / betex-ecosystem

Automatically exported from code.google.com/p/betex-ecosystem
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Display heat map that presents difference between lastMatchedPrice and avgPrice based on totalTradedVolume #28

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago 
Display heat map that presents difference between lastMatchedPrice and 
avgPrice based on runner's totalTradedVolume during recent period of time, 
for examples during last 1 min.

Cell with lastMatchedPrice - value 1
Cell with totalTradedVolume - value 0

Use Esper to calculate avgPrice for a time window and to correlate it with 
lastMatchedPrice.

Original issue reported on code.google.com by daniel.k...@gmail.com on 14 Jan 2010 at 10:51

GoogleCodeExporter commented 8 years ago 
Change from:
Cell with totalTradedVolume - value 2
to:
Cell with avgPrice - value 0

and:
other cells: value 1

Original comment by daniel.k...@gmail.com on 14 Jan 2010 at 10:57

GoogleCodeExporter commented 8 years ago

Original comment by daniel.k...@gmail.com on 14 Jan 2010 at 10:59