Feeds without full depth -Keep last know value as price moves away from max market depth
Posted: Wed Jul 20, 2022 12:05 pm
In feeds without full depth.
Keep the last know value as price moves away from max market depth.
Even if the value is no longer value and not reflect the possible orders at that price it would still be useful to visualize it in the heatmap.
As it is, it just deletes it. Makes no sense.
Keep the last know value as price moves away from max market depth.
Even if the value is no longer value and not reflect the possible orders at that price it would still be useful to visualize it in the heatmap.
As it is, it just deletes it. Makes no sense.