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semperaugustus · Schermafbeelding 2015-04-13 om 17.57.38.png [30.68 KiB]

On an order my nifty order manager tries to Up or Down the OpenPrice with one pip. Sometimes it works, most of the times it does not.

Why? Because of a strange way of adding or subtracting. See the images.

The code, where ding is the order and ins is the Instrument:

The output. When the output shows the x.999999999, the OpenPrice is not changed.

semperaugustus

In addition: it only happens with JPY.

This really sucks. Whatever i do, adding the pipvalue to the price gives back strange results and only at JPY.

API Support

Custom price may need to be rounded:

ding.setOpenPrice(round( ding.getOpenPrice() + ins.getPipValue() ));

private double round(double price, Instrument instr) {
    BigDecimal bd = new BigDecimal(price);
    bd = bd.setScale(instr.getPipScale() + 1, RoundingMode.HALF_UP);
    return bd.doubleValue();
}

semperaugustus

Thanks. If using the BigDecimal, do not forget:

import java.math.BigDecimal;
import java.math.RoundingMode;

I already fixed the problem with a similar solution:

private double round( double d, Instrument ins ){
        double m = Math.pow( 10, ins.getPipScale() );
        return (double)( Math.round( d * m ) / m );
}