Hi @jaka, have you thought about how to deal with the irregular peaks in transaction data? For example, when steem price is below 1 SBD, there’re a lot of transactions with price=1 SBD. They’re real transactions caused by rounding. For example, buy 0.001 Steem when market’s best offer is 0.900 SBD / Steem, you will have to pay 0.001 SBD as a result of rounding. (0.001 is the smallest increments of both symbols). I think you can reset each trade price to the market best bid/ask at that moment. The above trade will be recorded as 0.9 in this case.
Yeah I was wondering what these are.. Can you explain in more detail? Why is this 'rounding' happening?
To know exactly why, you’ll have to dig into the detail implementations (the code). From my understanding, it’s because the smallest increments / the non-divisible unit of Steem and SBD are 0.001. In the above example, you can not pay 0.0009 SBD to buy 0.001 steem. There’s no such a thing (smaller than 0.001SBD). If the best bid is 0.8 at the moment, you can not sell 0.002 Steem for 0.002Sbd (because it’s better than current best bid, no way to match it), instead you will be paid 0.001 SBD, resulting a 0.5 trade price. The author could choose not to match these orders, but I guess they choose to match them this way
To test this, send an order to sell 0.001 Steem, you will be receiving 0.001 SBD, since at the moment Steem price is larger than 1 SBD