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update docs on LMPConfig for market depth
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Gauthamastro committed May 17, 2024
1 parent 13b9ca4 commit 57aa653
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion primitives/orderbook/src/lmp.rs
Original file line number Diff line number Diff line change
Expand Up @@ -90,7 +90,10 @@ pub struct LMPMarketConfig {
// refer: https://en.wikipedia.org/wiki/Bid–ask_spread
pub max_spread: Decimal,
// Minimum depth an Order must have to be eligible for LMP
// In Quote asset. ( it is basically volume of that order )
// In Base asset. ( it is basically (qty-filled_qty) of that order )
// For example, if the order book shows that at a price of $10,000 (quote asset),
// there are 5 BTC (base asset) available to buy or sell,
// the order depth at that price level is 5 BTC.
pub min_depth: Decimal,
}

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