spread_size.py 文件源码

def is_profitable(self, highest_bid, lowest_ask):
        '''
        Returns: True if the spread is profitable, False if it is not.
        '''

        with localcontext() as context:
            context.prec = 8

            lowest_ask = Decimal(lowest_ask)
            highest_bid = Decimal(highest_bid)

            spread = lowest_ask - highest_bid

            return spread > self.threshold(highest_bid)