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The best_venue_buy() and best_venue_sell() methods used Decimal::from_double(1e18) as a sentinel value, which caused integer overflow (1e18 * 1e8 scale = 1e26 exceeds int64_t max ~9.2e18). This resulted in undefined behavior during price comparisons. Changed to use std::optional<Decimal> for safe sentinel-free comparisons.
6 lines
87 B
AMPL
6 lines
87 B
AMPL
module github.com/luxfi/trading
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go 1.22
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require github.com/shopspring/decimal v1.3.1
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