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FIX: fix AverageDepthPrice and add test TestPriceVolumeSlice_AverageDepthPrice #1865

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merged 1 commit into from
Dec 14, 2024

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c9s
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@c9s c9s commented Dec 14, 2024

thanks to @DaniilSokolyuk, this should fix #1861

see #1861

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Welcome back! @c9s, This pull request may get 272 BBG.

@c9s c9s enabled auto-merge December 14, 2024 09:17
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c9s commented Dec 14, 2024

cherry pick the fix from another PR

@c9s c9s merged commit 7d94e46 into main Dec 14, 2024
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@c9s c9s deleted the c9s/fix-avg-depth-price branch December 14, 2024 09:27
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Hi @c9s,

Well done! 282 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0xa767d63cc7dd33b6ac04c6b8c2a8c986476c956236650ae391714c31464be618

Thank you for your contribution!

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Methods AverageDepthPrice and AverageDepthPriceByQuote
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