check for crossed market
Closed this issue · 2 comments
Deleted user commented
as a test of correctness would be great to do assert(best bid < best ask)
Deleted user commented
i did it in helix-trace maybe in other places it'd be useful also
penberg commented
That assertion is not a good correctness test because it is only true during continuous trading hours after uncross for NASDAQ OMX Nordic market model, for example.