Bonfida / agnostic-orderbook

Apache License 2.0
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Implement price ticks #12

Closed ellttBen closed 2 years ago

ellttBen commented 2 years ago

This PR enables protection of the AOB against order priority exploits involving excessive available precision for asset prices.

This protection is implemented as a configurable bit mask to ignore a certain number of least significant bits in the FP32 price.