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inverting prices in the PriceHandler #31

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pwrq opened this issue Jul 25, 2015 · 0 comments
Open

inverting prices in the PriceHandler #31

pwrq opened this issue Jul 25, 2015 · 0 comments

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@pwrq
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pwrq commented Jul 25, 2015

Dear Michael,

when you are inverting prices in the PriceHandler
inv_bid shall be 1/ask and inv_ask shall be 1/bid
since bid is always smaller than ask

Thanks,
Maxim

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