Prices, Volumes & Data Types

◀ WebSocket API (V2)

Two wrapper types carry exact numbers as strings:

message Price   { string value = 1; }   // e.g. "4200.50"
message Decimal { string value = 1; }   // e.g. "1.50"

They are sent as text to avoid binary floating-point rounding. Parse them into your language's native decimal type, not a double. Price is used for market/order prices; Decimal is used for order volumes and cash values.

• Order routing — volumes (volume, max_show, max_volume, fill volumes) are Decimal strings. This lets fractional exchange quantities (e.g. Kalshi “1.50”) pass through unchanged. The service scales them to/from T4's internal integer volume using the market's volume scale.
• Market data — depth and trade volumes are plain integers (int32).

Set price_format on LoginRequest to choose how Price strings are formatted:

MarketDetails carries the matching precision fields: decimals, real_decimals, display_decimals, clearing_decimals.

• min_price_increment (in MarketDetails) is the tick — the smallest valid price step. e.g. tick 25 → …, 4000.00, 4025.00, 4050.00, …
• point_value (in MarketDetails) converts a price move to cash: (price2 − price1) × point_value. e.g. 4200.00→4225.00 at point_value 0.5 = 12.50 per contract.

• Timestamps — google.protobuf.Timestamp (UTC). Heartbeat.timestamp is UTC epoch milliseconds.
• Dates — trade_date and similar are int64 date values.
• Ids — exchange_id, contract_id, market_id, account_id, user_id are strings, obtained from login and the Instruments API.

proto/t4/v2/common/price.proto and proto/t4/v2/common/enums.proto.