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Description
MBP Order Book is constructed incorrectly if Implied Order Book isn’t empty.
Here are the correct values for MBP Order Book and Implied Order Book:
Order Book 2ZQH0 :
Bid : 75@9827.5 (1), 85@9827 (1)
Ask : 180@9830 (2), 102@9830.5 (2)
Implied Order Book 2ZQH0 :
Bid : 85@9828, 2@9827.5
Ask : 49@9830, 30@9830.5
And here are the actual values for MBP Order Book.
Please pay also attention to the value for the "number of orders" - '2147483647' which is not correct.
[INFO ] 2017-09-07 13:10:07.743 [main] MBOWithMBPMain - MBP Book for '998152'
1 - bid['9827.5' - '75' == '1'] ask['9830.0' - '49' == '2147483647']
2 - bid['9827.0' - '85' == '1'] ask['9830.5' - '30' == '2147483647']
3 - bid['9826.5' - '72' == '1'] ask['9828.0' - '85' == '2147483647']
4 - bid['9.223372036854775E11' - '0' == '0'] ask['9827.5' - '2' == '2147483647']
5 - bid['9.223372036854775E11' - '0' == '0'] ask['9830.0' - '180' == '2']
6 - bid['9.223372036854775E11' - '0' == '0'] ask['9830.5' - '102' == '2']