A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
modaligned;pubusealigned::{AlignedArray,CACHE_LINE_SIZE};/// Gets price precision.
////// * `tick_size` - This should not be a computed value.
pubfnget_precision(tick_size:f64)->usize{let s = tick_size.to_string();letmut prec =0;for(i, c)in s.chars().enumerate(){if c =='.'{
prec = s.len()- i -1;break;}}
prec
}