Kind of concerning that the systems running a major financial exchange are struggling with problems solved by game devs already.
What's newsworthy here isn't the technical problem, but the institutional problem that allowed 32bit overflow to even approach affecting a production system like this.
in a game engine you have several ms to process events from the user/network
if you're handling depth from US exchanges you're lucky if you have a microsecond
for maximum decoding speed: most major exchanges represent data using fixed point with fixed message offsets (CME being the main exception, but then they have fractional prices)
the 4dp was likely picked due to some past requirement (e.g. fractional prices)
doing a major upgrade of a protocol like this is not easy when you have to co-ordinate the upgrade with all of your members (all of which have their own software/appliances, and some likely pass that 4dp through their systems too)
Thanks for knowledgeable response. It does shed some light on the issue.
It's interesting that decoding speed is the major bottleneck here.
However it is still surprising that this issue wasn't foreseen and that the burden of responsibility seems to fall on the berkshire and not the system architects.
What's newsworthy here isn't the technical problem, but the institutional problem that allowed 32bit overflow to even approach affecting a production system like this.