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v0.1.1

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@pawsengineer pawsengineer released this 21 Nov 15:42
· 43 commits to main since this release
v0.1.1
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Release Notes - v0.1.1

Improvements

  • Market Price Calculation: Fixed calculate_market_price to return weighted average price across order book levels instead of just the tick price
    • Now correctly accumulates shares (not cost) when walking the order book
    • Supports Side parameter for buy/sell order direction
    • Buy orders walk asks (lowest → highest), sell orders walk bids (highest → lowest)
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