ADR-0001: Fixed-point int64 for Price and Qty

Status: accepted (2026-09)

Context

Prices and quantities arrive as decimal strings from every venue. Floating point cannot represent them exactly and makes PnL non-associative.

Decision

Price, Qty, Notional are strong types over int64_t with a global 1e-8 scale. Decimal strings parse exactly. Products use __int128. Tick and lot rounding are explicit per side.

Consequences

Range is +/- 9.2e10 units; instruments outside it are rejected at load time. Only the Avellaneda-Stoikov formula uses double, on an already converted mid, then rounds to tick.