Whisperer DIrect 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. 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 |
These datatypes differ from the equivalents defined in The SBE3 MFAPI, which defines fixed scalings for each.
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