This is an known edge case and only occurs with virtual orders.
This virtualized stream attempts to generate virtual prices/sizes/volumes. Due to certain edge cases / failures to virtualize correctly an Double Infinity can be sent from the virtual stream to the Exchange Stream API (ESA).
ESA when serializing the output to Json format uses String representations and for valid reasons does not represent a “Raw” infinite double value it uses “Infinity” instead.
Comments
0 comments
Please sign in to leave a comment.