Hi
I've found something weird. When the market bearish, % spread in sell pong show %-x.xx.
Is it right or wrong?
It is something it could happens when there are very fast market movements.
The problem is inside the routine on server side that collects the current book orders data.
If % Spread is negative is because the Buy Price is Lower than the Sell Price inside the data collected.
How this could happens?
Very simple. let's consider this routine that occurs while the normal buy/sell routines are occurring on the orders book
- Start collecting Buy Data
- X milliseconds are passed and X Orders has been processed on the Sell Book,
now best Sell order is < Best Buy Orders- End Collecting Buy Data
- Start collecting Sell Data
- End Collecting SellData
And we have a negative % Spread.
Probably during next lookup spread will be positive.
It's not a big problem to have a negative spread.