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Date/Time: Fri, 29 Nov 2024 16:31:25 +0000
Post From: market depth volume precision
| [2015-09-26 08:59:03] |
| vbmithr - Posts: 204 |
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So we need to add the necessary multiplier and divisor members for volumes/quantities to the security definition.
Yes, this looks fine indeed. In my opinion, price and quantities should be expressed as integers, and there should be a divisor to convert them to floating point. I fail to see where you would need a divisor _and_ a multiplier since it seems to me that divisor = 1 / multiplier. |