3 ms·
Integer # of exchange ticks would be nice, but that covers a very wide integer range across a lot of products and changes without warning (not to mention, can b
by cantortrading 5y ago
Integer # of exchange ticks would be nice, but that covers a very wide integer range across a lot of products and changes without warning (not to mention, can be inconsistently applied...).
Using base-10 decimals is a good compromise between the perfect solution and something that 'just works'. It also means we don't have to go rewrite everything and instead can just do some optimization work when needed.