Closed thraneh closed 1 year ago
cache::MarketByPrice::compute_impact_price has been added.
cache::MarketByPrice::compute_impact_price
For given quantity, it will compute the worst price for which at most the requested quantity can be traded.
cache::MarketByPrice::compute_impact_pricehas been added.For given quantity, it will compute the worst price for which at most the requested quantity can be traded.