AymarData

Glossary/Tick size

Tick size

Tick size is the smallest allowed price increment for orders on a market. Books only quote at valid ticks; adjacent levels differ by one or more ticks. Prediction markets often use fine probability ticks (for example 0.01); crypto pairs vary by symbol.

How AymarData records it

AymarData stores prices as reported/normalized from each venue. Level maps in delta replay should key on exact price values from the API rather than assuming a global tick. If you round client-side, document the tick grid you enforce.

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