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include publishers slightly ahead of current slot in aggregation #73

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jhunsaker opened this issue Oct 2, 2021 · 1 comment

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jhunsaker commented Oct 2, 2021

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jhunsaker self-assigned this

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jhunsaker commented Oct 2, 2021

{
  "exponent": -2,
  "quotes": [
    {
      "price": 3887,
      "conf": 1,
      "slot_diff": 2
    },
    {
      "price": 4193,
      "conf": 307,
      "slot_diff": -2
    },
    {
      "price": 3889,
      "conf": 6,
      "slot_diff": 2
    }
  ]
}

produces

{"exponent":-2,"price":4193,"conf":307,"status":"trading"}

slot_diff = 1 doesn't replicate as code in test_qset is adding 1 to the slot

jayantk closed this as completed

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