Alignment of Market Price Granularity and Stream Price Granularity

XMLWordPrintable

    • Type: Bug
    • Resolution: Fixed
    • Priority: Major
    • ctsWD16, ctsWD17
    • Affects Version/s: ctsWD14
    • Component/s: cts
    • Environment:

      Toby Considine - Editing Note

    • Hide

      Align description of market price granularity and scale with CTS streams.

      Show
      Align description of market price granularity and scale with CTS streams.

      In Streams, we defined Price Granularity as follows

      Stream Price Granularity
      Price granularity expressed as an exponent. Applies to all Intervals in the Stream.
      Not required for all Facets. For example, if the price granularity is -3, and the value is 1500, the price is 1.500 currency units.

      And in Market (Product) definition we have:

      Price Granularity
      PRICE_GRAIN
      The allowed price unit, e.g. Price Granularity == 10 means that that any multiple of 10 CURRENCY units is acceptable, but any price not matching, say a price of 9 CURRENCY units, is rejected.

      We need to make sure that we do not create confusion between these two definitions.

            Assignee:
            Toby Considine (Inactive)
            Reporter:
            Toby Considine (Inactive)
            Votes:
            0 Vote for this issue
            Watchers:
            2 Start watching this issue

              Created:
              Updated:
              Resolved: