[Sumtree]: Spot Price Adjustment for Order Direction #198
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What is the purpose of the change
These changes update the spot price calculation to account for the order direction. This means that on a tick with a 0.5 tick price the spot price for a Bid order would be 0.5 but for an ask would be 2, i.e. 1/(previous spot price).
Testing and Verifying
Updated the spot price test to account for the adjustment, this can be run using