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Date/Time: Fri, 29 Nov 2024 14:52:14 +0000

Market depth windows for Forex

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[2016-05-29 14:20:01] #1 [Go To First Post]
vbmithr - Posts: 204
In my DTC adapter for Bitfinex (Forex security type), when I open market depth, I have bid/ask sizes displayed as integers. When I look at the BTC service, I see that those sizes are float. How do I do to also have float entries in my market depth window?
0x Thank you

[2016-06-02 00:07:26] #2 [Go To First Post]
DTC Engineering - Posts: 320
This does not have an easy answer and we need to spend some time to look into it.
0x Thank you

[2016-06-02 17:10:54] #3 [Go To First Post]
vbmithr - Posts: 204
I fixed the issue by setting the amount as a multiple of the minimum tradable quantity, for example, if the minimum tradable amount of LTC is 0.1, 1 LTC is 10 units of LTC. Now I have rounding errors, because like 0.6 / 0.1 = 5.99999999999999911 (instead of 6 in reality) and you probably display this amount truncated instead of rounded. That's exactly why I systematically wanted to avoid using floats in the beginning. Now I'm probably going to send rounded values… :/
0x Thank you

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