fix: miss recognize of bid depth update event.

nkaz001 / hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

MIT License

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fix: miss recognize of bid depth update event. #103

Closed d23rojew closed 1 month ago

d23rojew commented 1 month ago

fix a trivial problem in tardis data conversion tool.

nkaz001 commented 1 month ago

Thanks for noticing this. I checked, and it was bid until v1.8.4. I think I made a mistake while rewriting it to prepare for 2.0.0.