There was also older discussion at Decimal floating point arithmetic.
Note, that I am not aware of any decimal number libraries for OCaml. Nor there is an implementation of posits (unums) in OCaml - see examples in other languages. Which I find surprising, considering OCaml is used by JaneStreet and Imandra.
You can wrap the external library, e.g. in C or Rust using OCaml Ctypes bindings, meanwhile.
There is a similar situation, just a bit better, in the Rust universe. This is why I suggested to create Business Applications Working Group in the Rust community. Maybe it makes sense to organize such a thing in OCaml universe as well?