Taker orders (i.e. 1316-226880630785 below) on Bitstamp are not cleansed

petr-fedorov / oberon

Order Book Events ReconstructiON from empirical data

https://petr-fedorov.github.io/oberon/

GNU General Public License v2.0

9 stars 4 forks source link

Taker orders (i.e. 1316-226880630785 below) on Bitstamp are not cleansed #3

Open petr-fedorov opened 3 years ago

petr-fedorov commented 3 years ago

1316-226880630785,1,,937000,1,999999999,,,,,36396 1316-226880630785,2,,937000,1,39411.7,,NA,,,36600 1316-226745462784,2,,937000,1,39411.7,-0.06339335,0.01258915,141252995,1316-226880630785,81245 1316-226880630785,3,,937000,,39411.7,,NA,,,37036