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[StaggeredOrders] handle very low prices #67

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GuillaumeDSM opened this issue May 8, 2019 · 1 comment

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GuillaumeDSM commented May 8, 2019

problem:
python number rounding when very low prices can make huge differences

damajor commented Mar 14, 2021

Even when prices are not very short numbers there are issues with floating point numbers:

Python 2.7.16 (default, Oct 10 2019, 22:02:15)
[GCC 8.3.0] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> 2.3+2.4
4.699999999999999

That can be fixed with the decimal module for eg:

>>> from decimal import Decimal
>>> Decimal('2.3')+Decimal('2.4')
Decimal('4.7')

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