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protected prices conform to the book's tick (quote-precision bound)
...
The 4dp bound (sub-penny fix) violated tick conformity on 1c books —
'max_price must conform to tick size 0.01' failed a winning SPX copy at
14:36Z. The quoted price is always a tick multiple, so its own decimal
count is the finest safe precision: bound rounds to quote precision
(coarser is always valid on finer ticks, never the reverse). Verified
across 2dp/3dp/sub-penny quotes both sides.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com >
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