You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
thraneh
changed the title
[roq-deribit] Round quantity and price to nearest tick-size / step-size
[roq-deribit] Round quantity and price for CreateOrder/ModifyOrder
Oct 21, 2021
This change is prompted by Deribit's release note for the 22nd Oct: https://www.deribit.com/kb/22-october-2021
Order actions will be rejected if quantity or price isn't accurate.
It appears the release note only relates to the REST/WS interfaces.
As a precautionary measure, we implement this change for FIX.
The following examples are after the change has been implemented (field 38 is quantity and 44 is price):
CreateOrder
ModifyOrder
The text was updated successfully, but these errors were encountered: