diff --git a/data/outputs/balanced-book-3.trades.out.csv b/data/outputs/balanced-book-3.trades.out.csv new file mode 100644 index 0000000..bd6873d --- /dev/null +++ b/data/outputs/balanced-book-3.trades.out.csv @@ -0,0 +1,10 @@ +A,1,1 +B,B,10,100 +A,1,2 +B,S,12,100 +A,2,101 +A,2,102 +B,S,11,100 +A,1,103 +T,1,103,2,102,11,100 +B,S,12,100 diff --git a/data/outputs/shallow-ask.trades.out.csv b/data/outputs/shallow-ask.trades.out.csv new file mode 100644 index 0000000..54cc5fa --- /dev/null +++ b/data/outputs/shallow-ask.trades.out.csv @@ -0,0 +1,10 @@ +A,1,1 +B,B,10,100 +A,2,101 +A,2,102 +B,S,11,100 +A,1,2 +T,1,2,2,102,11,100 +B,S,-,- +A,2,103 +B,S,11,100