The rust_decimal crate seems to use C#-style decimals, which always struck me as wasteful. Is there any particular advantage to that format over IEEE decimal floating point?
I'm personally surprised that this firm isn't using "integer # of exchange ticks" as their storage format for prices...
Using base-10 decimals is a good compromise between the perfect solution and something that 'just works'. It also means we don't have to go rewrite everything and instead can just do some optimization work when needed.