Whisperer Enterprise honours the implied precision of all prices and quantities passed between Client and Venue.
This is achieved by setting mantissa and exponent values for the relevant SBE datatypes (DecimalQtyNULL and PriceNULL) such that the original value is preserved.
Negative values
Note that DecimalQtyNULL and PriceNULL differ in that whilst negative quantities are supported (used in pre-trade allocations), this is not the case for prices, which must always be positive.
Examples below:
| Value | Mantissa | Exponent |
|---|---|---|
| 1.2345 | 12345 | -4 |
| 1.23 | 123 | -2 |
| 1.2300 | 12300 | -4 |
| 123.00 | 12300 | -2 |
| 0.0001234 | 1234 | -7 |
| 1000000 | 1000000 | 0 |
| 1567234.56 | 156723456 | -2 |
| -0.01 | -1 | -2 |
| -500000 | -500000 | 0 |
| 0 | 0 | 0 |
These datatypes differ from the equivalents defined in The Whisperer Classic SBE3 Schema, which defines fixed scalings for each.
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