From 57aa65375ae94dd60e4c994b44b57c273cc513e6 Mon Sep 17 00:00:00 2001 From: Gautham Date: Fri, 17 May 2024 08:10:33 +0300 Subject: [PATCH] update docs on LMPConfig for market depth --- primitives/orderbook/src/lmp.rs | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/primitives/orderbook/src/lmp.rs b/primitives/orderbook/src/lmp.rs index 2853581e6..1f70737cf 100644 --- a/primitives/orderbook/src/lmp.rs +++ b/primitives/orderbook/src/lmp.rs @@ -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, }