The dataset looks like -
> dput(crass)
structure(list(WT_TRADE_PRICE = c(3801, 3801, 3801, 3797, 3797,
3796.2125, 3800, 3797, 3795.09523809524, 3794, 3793, 3793, 3793.8,
3794.72, 3793.02777777778, 3789, 3790, 3788, 3788, 3788), min = c(3801,
3801, 3801, 3797, 3797, 3795, 3800, 3797, 3794, 3794, 3793, 3793,
3793, 3794, 3790, 3789, 3790, 3788, 3788, 3788), max = c(3801,
3801, 3801, 3797, 3797, 3800, 3800, 3797, 3797, 3794, 3793, 3793,
3794, 3797, 3794, 3789, 3790, 3788, 3788, 3788), Bid = c(3801,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA), Ask = c(3802, NA, NA, NA, NA, NA, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, NA, NA, NA)), row.names = c(NA, -20L
), class = c("tbl_df", "tbl", "data.frame"))
Pseudo code -
if(WT_TRADE_PRICE >= L(Ask))
{
Ask = max, Bid = L(Bid)
}
else(WT_TRADE_PRICE <= L(Bid))
{
Bid = min, Ask = L(Ask)
}
else(WT_TRADE_PRICE < L(Ask) & WT_TRADE_PRICE > (L(Bid)+L(Ask))/2)
{
Ask = max, Bid = L(Bid)
}
else(WT_TRADE_PRICE > L(Bid) & WT_TRADE_PRICE < (L(Bid)+L(Ask))/2)
{
Bid = min, Ask = L(Ask)
}
Final output -
| SNo. | WT_TRADE_PRICE | min | max | Bid | Ask |
|---|---|---|---|---|---|
| 1 | 3801 | 3801 | 3801 | 3801 | 3802 |
| 2 | 3801 | 3801 | 3801 | 3801 | 3802 |
| 3 | 3801 | 3801 | 3801 | 3801 | 3802 |
| 4 | 3797 | 3797 | 3797 | 3797 | 3802 |
| 5 | 3797 | 3797 | 3797 | 3797 | 3802 |
| 6 | 3796. | 3795 | 3800 | 3795 | 3802 |
| 7 | 3800 | 3800 | 3800 | 3795 | 3800 |
| 8 | 3797 | 3797 | 3797 | 3797 | 3800 |
| 9 | 3795. | 3794 | 3797 | 3794 | 3800 |
| 10 | 3794 | 3794 | 3794 | 3794 | 3800 |
| 11 | 3793 | 3793 | 3793 | 3793 | 3800 |
| 12 | 3793 | 3793 | 3793 | 3793 | 3800 |
| 13 | 3794. | 3793 | 3794 | 3793 | 3800 |
| 14 | 3795. | 3794 | 3797 | 3793 | 3797 |
| 15 | 3793. | 3790 | 3794 | 3790 | 3797 |
| 16 | 3789 | 3789 | 3789 | 3789 | 3797 |
| 17 | 3790 | 3790 | 3790 | 3790 | 3797 |
| 18 | 3788 | 3788 | 3788 | 3788 | 3797 |
| 19 | 3788 | 3788 | 3788 | 3788 | 3797 |
| 20 | 3788 | 3788 | 3788 | 3788 | 3797 |
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