4 ms·
Sure, but how that translates to a price is an interesting question.
by Folcon 4y ago
Sure, but how that translates to a price is an interesting question.
- Aperocky 4y agoThe simple model consist of buy and sell orders, buys come with a max price, sell comes with a min price, both come with quantities. Just have to meet in the middle by dynamically accumulating orders by quantity from both sides and after the prices met, set that as the actual sell price and discard the rest of the order as not filled.
- Folcon 4y agoHmm, ok, really similar to how an order book does it I think? Pretty different from my approach, so that's worth trying, thanks!