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fix trade volume calculation

master
Denis Tereshkin 2 years ago
parent
commit
1f8783eeca
  1. 4
      src/TXMLConnector/Internal.hs

4
src/TXMLConnector/Internal.hs

@ -317,7 +317,7 @@ handleTransaqData transaqData = do @@ -317,7 +317,7 @@ handleTransaqData transaqData = do
fromTransaqTrade transaqTrade order maybeTickerInfo =
let vol = case maybeTickerInfo of
Just tickerInfo -> tPrice transaqTrade / tiTickSize tickerInfo * tiTickPrice tickerInfo
Just tickerInfo -> fromIntegral (tQuantity transaqTrade) * tPrice transaqTrade / tiTickSize tickerInfo * tiTickPrice tickerInfo
Nothing -> tPrice transaqTrade in
Trade
{
@ -655,7 +655,7 @@ securityToTickerInfo sec = @@ -655,7 +655,7 @@ securityToTickerInfo sec =
tiTicker = sBoard sec <> "#" <> sSeccode sec
, tiLotSize = sLotSize sec
, tiTickSize = sMinStep sec
, tiTickPrice = sPointCost sec
, tiTickPrice = sPointCost sec * sMinStep sec * (10 ^ sDecimals sec) / 100
}
parseSecurityId :: TickerId -> Maybe SecurityId

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