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quote sizes can not be 0
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psaris committed Mar 6, 2015
1 parent ead00cb commit c20d75c
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion sim.q
Expand Up @@ -30,7 +30,7 @@ filter:{y asc (neg"j"$x*n)?n:count y}
/ (t)ick (s)ize, (q)uote (s)ize, (p)rice path
genq:{[ts;qs;p]
q:p,'flip `bp`ap!tickrnd[ts] p `price;
q:q,'flip `bs`as!count[p]?/:2#qs;
q:q,'flip `bs`as!1+count[p]?/:2#qs;
q:`id`time`bs`bp`ap`as#q;
q}

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