helix-trace assumes that prices have a scaling factor of 10000 and two decimal digits and that sizes have a scaling factor of 1 and no decimal digits. This works for Nasdaq and Parity until 0.6.0, but Parity 0.7.0 introduces support for configurable number of decimal digits for both prices and sizes.
I'm working on a patch to update the Parity PMD support to Parity 0.7.0. What's your preference for displaying prices and sizes in helix-trace? I can think of two options:
display the values as-they-are without scaling, or
add command line options to specify the number of decimal digits for prices and sizes.
helix-trace
assumes that prices have a scaling factor of 10000 and two decimal digits and that sizes have a scaling factor of 1 and no decimal digits. This works for Nasdaq and Parity until 0.6.0, but Parity 0.7.0 introduces support for configurable number of decimal digits for both prices and sizes.I'm working on a patch to update the Parity PMD support to Parity 0.7.0. What's your preference for displaying prices and sizes in
helix-trace
? I can think of two options:display the values as-they-are without scaling, or
add command line options to specify the number of decimal digits for prices and sizes.