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question about Market Making with Alpha - Order Book Imbalance #282

@seb-li

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@seb-li

Hello, I am working on Market Making with Alpha - Order Book Imbalance and have a question about the use of np.round in the following logic:

Image ​​Why is rounding necessary here?​​ For instance, if reservation_price is very small (e.g., 0.0001), it could rounding lead to significant relative error。

Any insights would be appreciated! Thank you.

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