[roq-server] OMS validate quantity and price against reference data

[thraneh]

Order quantity and price were not validated against reference data.

There are several scenarios, all with unfortunate side-effects

• Gateways would round quantity and price to match number of decimals implied by reference data. The user would never be notified that this happened. Example: price=43000.51 would be rounded to price=43000.5 with tick_size=0.5. The user would only find out from checking OrderUpdate.price.
• Some exchanges may round quantity and/or price to match reference data. Example: price=43000.6 would be rounded by exchange to price=43000.5. The user would only find out from checking OrderUpdate.price.
• Other exchanges may outright reject quantities or prices not sent with precision from reference data. Example: price=43000.6 matches on decimals (1 decimal required for tick_size=0.5). The user would find out from OrderAck (origin exchange) rejecting the request.

The solution is to use reference data to

• Check if quantity and max_show_quantity are valid against min_trade_vol from reference data.
• Check if price and stop_price are valid against tick_size from reference data.
• Format all quantities and prices using implied number of decimals from reference data.

WARNING

This is a breaking change!

• The user is now required to round all quantities and prices before sending OMS requests to the gateway.
• The gateway must have receive reference data from exchange before it can be allowed to forward any OMS requests.