Comments (2)
Indeed a bug. In the PriceQuoteParser calling the PriceQuote constructor with the wrong order of arguments :(
Will fix it.
from roboquant.
Could find it yesterday but yes that fixes it. I just used named arguments like this and it works:
override fun parse(line: List<String>, asset: Asset): PriceQuote {
val volume1 = if (askVolume != -1) line[askVolume].toDouble() else Double.NaN
val volume2 = if (bidVolume != -1) line[bidVolume].toDouble() else Double.NaN
return PriceQuote(
asset = asset,
askPrice = line[ask].toDouble(),
bidPrice = line[bid].toDouble(),
askSize = volume1,
bidSize = volume2
)
}
}
from roboquant.
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from roboquant.