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docs(rust): fix the broken example. [#138]
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nkaz001 committed Sep 12, 2024
1 parent 911cec4 commit 32e8be8
Showing 1 changed file with 3 additions and 3 deletions.
6 changes: 3 additions & 3 deletions hftbacktest/examples/4_latency.py
Original file line number Diff line number Diff line change
Expand Up @@ -39,9 +39,9 @@ def generate_order_latency_nb(data, order_latency, mul_entry, offset_entry, mul_
order_exch_ts = req_ts + order_entry_latency
resp_ts = order_exch_ts + order_resp_latency

order_latency[i].req_timestamp = req_ts
order_latency[i].exch_timestamp = order_exch_ts
order_latency[i].resp_timestamp = resp_ts
order_latency[i].req_ts = req_ts
order_latency[i].exch_ts = order_exch_ts
order_latency[i].resp_ts = resp_ts


def generate_order_latency(feed_file, output_file=None, mul_entry=1, offset_entry=0, mul_resp=1, offset_resp=0):
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