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pikers / piker

(e2e) foss trading for non-tinas
GNU Affero General Public License v3.0
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Dolla vlm #253

Closed goodboy closed 2 years ago

goodboy commented 2 years ago

First draft of so called "dollar volume" FSP added as a 3rd subchart for comparison with unit volume.

You can find more info on this measure here:

We currently use the ohlc3 "typical price" mean to calculate the price part for historical bars but use the real-time price * size for each incoming tick.

This is again history factored from #231 and is meant as a small reviewable patchset. When the final history from that PR is landed $vlm and vlm will be overlayed in a single subchart 😎

goodboy commented 2 years ago

Oh, also note the impl doesn't include leverage adjustments for the instrument yet (i.e. futures aren't properly scaled).