Module crypto_msg_parser::exchanges::bitmex

source ·

Functions

id_to_price
convert ID to price https://www.bitmex.com/app/wsAPI#OrderBookL2 price = (100000000 * symbolIdx - ID) * tickSize
price_to_id
convert price to ID https://www.bitmex.com/app/wsAPI#OrderBookL2 ID = (100000000 * symbolIdx) - (price / tickSize)