[gshdg]

Seems like someone familiar with inflection points in floating point representation could pull an Office Space-style skimming scheme against a floating point based system by perfectly legal means simply by making a lot of transactions of carefully selected sizes.

[nostrademons]

Interesting idea. Most of the inflection points I've observed have actually been at transaction/analytics boundaries. Transactions are in integer units, analytics are in floating point. It's done this way because many algorithms (including most linear algebra, statistical, and machine-learning algorithms) operate on floats for efficiency, while transactions operate on ints for accuracy.

This isn't directly attackable, but you could potentially trick a trading algorithm into performing stupid trades by feeding it subtly inaccurate data. If you know the particular algorithm used, though, there are probably easier ways to construct adversarial inputs and trade against them. This is why virtually all trading shops keep their algorithms secret, and also slice up & mix their outgoing orders randomly so you can't observe the output of the algorithm.