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A new market parameter, tick size arbitrary decimal, check that if this is divided by 10^-marketDPs we get an integer. E.g. 0.005 with 3 mdps is 0.005/0.001 = 5 is valid but 0.005 with 2 mdps is not.
Reject orders that are not integer multiples of tick size.
If a market proposal changes tick size:
0) check that if this is divided by 10^-mdps we get integer - this can be part of proposal validation since mdps won't change.
2) go through the book at enactment and remove all volume that is not integer multiple of new tick size
Requirements
A new market parameter, tick size arbitrary decimal, check that if this is divided by 10^-marketDPs we get an integer. E.g. 0.005 with 3 mdps is 0.005/0.001 = 5 is valid but 0.005 with 2 mdps is not.
Reject orders that are not integer multiples of tick size.
If a market proposal changes tick size:
0) check that if this is divided by 10^-mdps we get integer - this can be part of proposal validation since mdps won't change.
2) go through the book at enactment and remove all volume that is not integer multiple of new tick size
Specs:
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