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Comments (2)

jbaron avatar jbaron commented on June 1, 2024

Indeed a bug. In the PriceQuoteParser calling the PriceQuote constructor with the wrong order of arguments :(
Will fix it.

from roboquant.

omniv0x avatar omniv0x commented on June 1, 2024

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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