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Trigger Table #2

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Tex-Tang opened this issue May 2, 2020 · 0 comments
Open

Trigger Table #2

Tex-Tang opened this issue May 2, 2020 · 0 comments
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@Tex-Tang
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Tex-Tang commented May 2, 2020

Design

A simple table with 7 column

  • Time
  • Stock Code
  • Action
  • From Price
  • From Price volume
  • To Price
  • To Price volume

Logic

Example :

Ask price decrease / Bid price decrease

Time Bid bidsize Ask Ask size
01.10 0.255 3,000,000 0.260 3,000,000
01.11 0.255 100,000 0.260 3,000,000
01.12 0.250 500,000 0.255 3,000,000
Time Action From Price From Price volume To Price To Price volume
01.12 Sell 0.255 100,000 0.250 500,000

Ask price increase / Bid price increase

Time Bid bidsize Ask asksize
01.10 0.255 3,000,000 0.260 3,000,000
01.11 0.255 3,000,000 0.260 100,000
01.12 0.260 500,000 0.265 500,000
Time Action From Price From Price volume To Price To Price volume
01.12 Buy 0.260 100,000 0.265 500,000
@Tex-Tang Tex-Tang added the Todo label May 2, 2020
@Tex-Tang Tex-Tang self-assigned this May 2, 2020
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