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petr-fedorov / oberon

Order Book Events ReconstructiON from empirical data
https://petr-fedorov.github.io/oberon/
GNU General Public License v2.0
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remaining() can't be equal to base_increment #11

Closed petr-fedorov closed 3 years ago

petr-fedorov commented 3 years ago

390552952832,1,,374000,1,38279.84,-0.00391902,,,,46840, 390553374720,1,,477000,1,38279.84,0.00391901,,,,54388, 390553374720,2,,477000,,38279.84,,-0.00391901,,,54690, 390552952832,2,,477000,,38279.84,,0.00391901,146444809,390553374720,94353, <= remaining() assumed zero so order is removed from order book and this is wrong 390552952832,NA,,477000,1,38279.84,-0.00000001,NA,,,54919,1 <- this event is (wrongly) deleted