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horizon-mods/native
Ludovic MarieandClaude Opus 5.5 61e99d5df7 SMP 0.29.0: carry the old price history and futures entries over
A book from before 0.29 quotes its history in the old mid of buy and sell
(diamond 250); the one price is 200. Scaled once at load (the book now
records its bases), so charts, 1 h/24 h moves, the news and the futures'
TWAP see no cliff; open futures positions get the same ratio on their
entry, so none gains or loses by it. Each minute's band opens at the
loaded price rather than at the base.

Co-Authored-By: Claude Opus 5.5 <[email protected]>
2026-11-02 00:28:31 +01:00
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