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More accurate simulation #766

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merged 1 commit into from
Dec 15, 2017
Merged

More accurate simulation #766

merged 1 commit into from
Dec 15, 2017

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FunFR
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@FunFR FunFR commented Nov 29, 2017

I think the changes below make the simulation more accurate

  • "order.price" instead or "orig_price" to compute sim price
  • slippage only for taker order

Try and tell me

@brucetus
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Slippage should only be for maker orders

@FunFR
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FunFR commented Dec 1, 2017

I prefer compute the last limit order price which match market price instead of applying slippage to orig_price

DeviaVir
DeviaVir approved these changes Dec 15, 2017
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I agree with your thinking here.

@DeviaVir DeviaVir merged commit f6df17f into DeviaVir:master Dec 15, 2017
@snyk-bot snyk-bot mentioned this pull request Jul 1, 2021
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@DeviaVir DeviaVir DeviaVir approved these changes

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@FunFR @brucetus @DeviaVir