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data: add trading data

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This commit is contained in:
Bruno BELANYI 2022-03-12 13:47:56 +01:00
parent 803452bfa2
commit 68a7e55238
2 changed files with 20 additions and 0 deletions
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10
data/outputs/balanced-book-3.trades.out.csv Normal file
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@ -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
1 A,1,1
2 B,B,10,100
3 A,1,2
4 B,S,12,100
5 A,2,101
6 A,2,102
7 B,S,11,100
8 A,1,103
9 T,1,103,2,102,11,100
10 B,S,12,100

10
data/outputs/shallow-ask.trades.out.csv Normal file
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@ -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
1 A,1,1
2 B,B,10,100
3 A,2,101
4 A,2,102
5 B,S,11,100
6 A,1,2
7 T,1,2,2,102,11,100
8 B,S,-,-
9 A,2,103
10 B,S,11,100