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This PR introduces a "newtype",
Qty, for handling market data, similar to the existingPriceunit but for quantities.Kline,Trade,Depth, and their derived data structures now useQty, providing a more robust approach to normalizing volume/quantity/sizeFixes a precision issue in
OrderRuncreation onHistoricalDepth, which previously caused certain small market cap tickers inHeatmapChartto display incorrectly extended runsAlso some refactors on
TickersTableto pass around now neededcontract_sizeby fetch methods, with little renamings for code clarity(e.g.fetch_ticker_prices()->fetch_ticker_stats())