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Merge pull request #179 from SidKZ0/patch-1
Update btreemarketdepth.rs
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hftbacktest/src/depth/btreemarketdepth.rs

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@@ -95,7 +95,7 @@ impl L2MarketDepth for BTreeMarketDepth {
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timestamp: i64,
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) -> (i64, i64, i64, f64, f64, i64) {
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let price_tick = (price / self.tick_size).round() as i64;
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let prev_best_ask_tick = *self.bid_depth.keys().next().unwrap_or(&INVALID_MAX);
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let prev_best_ask_tick = *self.ask_depth.keys().next().unwrap_or(&INVALID_MAX);
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let prev_qty = *self.ask_depth.get(&prev_best_ask_tick).unwrap_or(&0.0);
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if (qty / self.lot_size).round() as i64 == 0 {

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