From 68a7e5523854675463fbcd6b934bb9a649875987 Mon Sep 17 00:00:00 2001 From: Bruno BELANYI Date: Sat, 12 Mar 2022 13:47:56 +0100 Subject: [PATCH] data: add trading data --- data/outputs/balanced-book-3.trades.out.csv | 10 ++++++++++ data/outputs/shallow-ask.trades.out.csv | 10 ++++++++++ 2 files changed, 20 insertions(+) create mode 100644 data/outputs/balanced-book-3.trades.out.csv create mode 100644 data/outputs/shallow-ask.trades.out.csv 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