Vlad Dovlekaev
Vlad Dovlekaev
As stated in the community forum discussion - this change may have a performance degradation issues and thus should be tested appropriately or re-worked. Suggest to take time and search...
Decimal performance is two orders of magnitude slower than using native floating-point numbers.
> But what to do in case of partial order execution? For example, we have opened position with size 0.5, and we closing it with one order with two execution...
wasn't it simpler to just change the column numbers inside the data feed settings in your code (or sample code for that matter)?