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Table of Contents

Overview

Whisperer Enterprise honours the implied precision of all prices and quantities passed between Client and Venue.

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Warning

These datatypes differ from the equivalents defined in The Whisperer Classic SBE3 Schema, which defines fixed scalings for each.


Maker Pricing Considerations

There is a surprising amount of variation across Venues regarding Maker pricing - not just the required precisions that prices must be published to, but also how much looseness they allow across individual components. In order to guarantee a uniform interface, MarketFactory essentially has to adopt, and enforce, the strictest rules.  

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