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Description
Can someone please explain what this piece of code from safety.ts
does? I understand that its purpose is to balance buys and sells. However I don't understand the algorithm. I tested it with the example trades from trds
quoting parameter description in the wiki and got different results - Buy TS: 1.75, Sell TS: 0.75
instead of Buy TS: 2.75, Sell TS: 0
:
https://jsfiddle.net/victoro/bo9k7gqz/
// don't count good trades against safety
while (_.size(this._buys) > 0 && _.size(this._sells) > 0) {
var sell = _.last(this._sells);
var buy = _.last(this._buys);
if (sell.price >= buy.price) {
var sellQty = sell.quantity;
var buyQty = buy.quantity;
buy.quantity -= sellQty;
sell.quantity -= buyQty;
if (buy.quantity < 1e-4) this._buys.pop();
if (sell.quantity < 1e-4) this._sells.pop();
}
else {
break;
}
}
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