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Trade safety computation #247

@victor-ono

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@victor-ono

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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