Only emit when the current value is different than the last by the specified amount.

DistinctUntilChangedBy.cs

using System;
using System.Collections.Generic;
using System.Reactive.Linq;

namespace Gists.Reactive.Linq
{
    public static partial class ObservableExtensions
    {
        public static IObservable<decimal> DistinctUntilChangedBy(this IObservable<decimal> source, decimal amount)
        {
            return source.DistinctUntilChanged(new DistinctUntilChangedByEqualityComparer(amount));
        }

        private class DistinctUntilChangedByEqualityComparer : IEqualityComparer<decimal>
        {
            private readonly decimal amount;

            public DistinctUntilChangedByEqualityComparer(decimal amount)
            {
                this.amount = amount;
            }

            public bool Equals(decimal x, decimal y)
            {
                var diff = Math.Abs(x - y);
                return diff <= Math.Abs(amount);
            }

            public int GetHashCode(decimal obj)
            {
                throw new NotSupportedException();
            }
        }
    }
}

DistinctUntilChangedBy2.cs

using System;
using System.Collections.Generic;
using System.Reactive.Linq;

namespace Gists.Reactive.Linq
{    
    // https://reactivex.slack.com/archives/C02B9R3QA/p1575655074122700    
    public static partial class ObservableExtensions
    {
        public static IObservable<decimal> DistinctUntilChangedBy(this IObservable<decimal> source, decimal amount)
        {
            return source
                .Scan(Tuple.Create(0m, 0m), (acc, current) => Tuple.Create(acc.Item2, current))
                .Where(t => Math.Abs(t.Item2 - t.Item1) >= Math.Abs(amount))
                .Select(t => t.Item2);
        }
    }
}