Extended Decimal Precision

In anticipation of the release of Snapshot Events (the replacement of Sync Events), we are extending the decimal precision in the platform to 28 decimal places. This change will only affect a book’s positions if the precision for the book is greater than 15 decimal places. Consequently, you might see a slight change in your positions due to the change in rounding.

 The additional decimal places will be available beginning October 13, 2021.

 Do I need to do anything to prepare for this?

In preparation for this change, you can enable this improved precision in your domain prior to October 13, 2021, and assess its impact.

We’ve created a utility function to help you assess the impact of the improved precision prior to October 13, 2021. Run this function in your domain: wst.deal.utils.check_decimal_prec_positions.

If you feel comfortable with the assessment of impact, you can override the use_event_reader_decimal_prec flag using the Beacon Config API. More information can be found via Beacon Docs.

 

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