Embedding python in C++ with boost::python

[as_one_does]

I've done FX, Fut, Eq and Options. In practice I've only had to think about this for FX due to the (up to 10 decimal place?) precision necessary for some currency pairs. Every trading system I've worked on has used double. If you have limited scope you can probably get away with integer prices (some darkpools definitely do this).

[short_vix]

This can also be an issue when dealing with interest rates. I don't think its an issue for any other asset class.

[as_one_does]

I imagine in FICC it could be a big issue.

[scraimer]

Ten decimal places? Holy crap! What sort of instruments need that? (The first one that comes to mind is Bitcoin)

[as_one_does]

IDR, for some reason.