My £4 a month server can handle 4.2M requests a day

Re:My £4 a month server can handle 4.2M requests a day by andylynch on Wednesday September 08, 2021 @04:41AM (#28454626)

No GP but familiar with these protocols. They use fixed point extensively; I can't even thing of an exchange protocol which would use floating point since the rounding issues would cause unnecessary and expensive problems.

This is typical (from NASDAQ http://www.nasdaqtrader.com/content/technicalsupport/specifi... ):

Prices are integer fields. When converted to a decimal format, prices are in fixed point format with 6 whole number places followed by 4 decimal digits. The maximum price in OUCH 4.2 is $199,999.9900 (decimal, 7735939C hex). When entering market orders for a cross, use the special price of $214,748.3647 (decimal, 7FFFFFFF hex).

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Re:My £4 a month server can handle 4.2M requests a day by mschuster91 on Wednesday September 08, 2021 @05:39AM (#28454965)

> The maximum price in OUCH 4.2 is $199,999.9900

For NASDAQ it seems to have been something around 430k / share... Buffett's BRK shares threatened to hit that limit a couple months ago: https://news.ycombinator.com/item?id=27044044

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Re:My £4 a month server can handle 4.2M requests a day by nly on Wednesday September 08, 2021 @08:56AM (#28456303)

Many exchanges use floating point, even I the Nasdaq technology stack.

X-Stream feeds do for example

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