itch::BasicPrice< RawType, Decimals > Class Template Reference

A strongly typed fixed-point price carrying its own decimal scale. More...

#include <price.hpp>

Public Types
using	raw_type = RawType

Public Member Functions
constexpr	BasicPrice () noexcept=default
	Constructs a zero-valued price at this scale.
constexpr	BasicPrice (raw_type raw_value) noexcept
	Wraps a raw on-wire price value at this scale.
constexpr auto	raw () const noexcept -> raw_type
	The underlying raw integer value, exactly as it appears on the wire.
constexpr auto	to_double () const noexcept -> double
	The price as a floating-point value (raw / 10^Decimals).
auto	to_string () const -> std::string
	The price as a fixed-precision decimal string.

Static Public Member Functions
static constexpr auto	divisor () noexcept -> raw_type
	The scale's divisor, i.e.

Static Public Attributes
static constexpr unsigned int	decimals = Decimals
	The number of implied decimal places for this price scale.

Friends
constexpr auto	operator== (BasicPrice, BasicPrice) noexcept -> bool=default
	Compares two prices of the same scale for equality by raw value.
constexpr auto	operator<=> (BasicPrice, BasicPrice) noexcept=default
	Orders two prices of the same scale by raw value.

Detailed Description

template<typename RawType, unsigned int Decimals>
class itch::BasicPrice< RawType, Decimals >

A strongly typed fixed-point price carrying its own decimal scale.

ITCH prices are wire integers with an implied number of decimal places. Standard price fields imply 4 decimals (divisor 10,000); MWCB decline-level prices imply 8 decimals (divisor 100,000,000). Exposing both as a bare uint32_t/uint64_t makes it trivially easy to divide by the wrong scale and silently produce a wrong price.

BasicPrice encodes the scale in the type. The two scales are therefore distinct types (StandardPrice vs MwcbPrice) that cannot be mixed, compared, or assigned to one another by accident: the 4-vs-8 decimal mistake becomes a compile error rather than a runtime bug.

Template Parameters

RawType	The unsigned integer type of the on-wire value.
Decimals	The number of implied decimal places.

Definition at line 35 of file price.hpp.

Member Typedef Documentation

raw_type

template<typename RawType , unsigned int Decimals>

using itch::BasicPrice< RawType, Decimals >::raw_type = RawType

Definition at line 39 of file price.hpp.

Constructor & Destructor Documentation

BasicPrice() [1/2]

template<typename RawType , unsigned int Decimals>

constexpr itch::BasicPrice< RawType, Decimals >::BasicPrice ( )

constexprdefaultnoexcept

Constructs a zero-valued price at this scale.

BasicPrice() [2/2]

template<typename RawType , unsigned int Decimals>

constexpr itch::BasicPrice< RawType, Decimals >::BasicPrice ( raw_type  raw_value )

inlineexplicitconstexprnoexcept

Wraps a raw on-wire price value at this scale.

Parameters

raw_value

The raw integer price, exactly as it appears on the wire.

Definition at line 50 of file price.hpp.

Member Function Documentation

raw()

template<typename RawType , unsigned int Decimals>

constexpr auto itch::BasicPrice< RawType, Decimals >::raw ( ) const -> raw_type

inlineconstexprnoexcept

The underlying raw integer value, exactly as it appears on the wire.

Returns

The raw integer price at this scale.

Definition at line 55 of file price.hpp.

divisor()

template<typename RawType , unsigned int Decimals>

static constexpr auto itch::BasicPrice< RawType, Decimals >::divisor ( ) -> raw_type

inlinestaticconstexprnoexcept

The scale's divisor, i.e.

10^Decimals.

Returns

The divisor used to convert the raw integer value into a floating-point or decimal-string representation.

Definition at line 61 of file price.hpp.

Referenced by itch::BasicPrice< RawType, Decimals >::to_double().

to_double()

template<typename RawType , unsigned int Decimals>

constexpr auto itch::BasicPrice< RawType, Decimals >::to_double ( ) const -> double

inlineconstexprnoexcept

The price as a floating-point value (raw / 10^Decimals).

Returns

The price converted to a double.

Definition at line 72 of file price.hpp.

References itch::BasicPrice< RawType, Decimals >::divisor().

Referenced by itch::BasicPrice< RawType, Decimals >::to_string().

to_string()

template<typename RawType , unsigned int Decimals>

auto itch::BasicPrice< RawType, Decimals >::to_string ( ) const -> std::string

inline

The price as a fixed-precision decimal string.

Returns

The price formatted with exactly Decimals fractional digits.

Definition at line 79 of file price.hpp.

References itch::BasicPrice< RawType, Decimals >::to_double().

Friends And Related Symbol Documentation

operator==

template<typename RawType , unsigned int Decimals>

constexpr auto operator== ( BasicPrice< RawType, Decimals >  , BasicPrice< RawType, Decimals >    ) -> bool=default

friend

Compares two prices of the same scale for equality by raw value.

Parameters

lhs	The left-hand price.
rhs	The right-hand price.

Returns

true if both prices have the same raw value.

operator<=>

template<typename RawType , unsigned int Decimals>

constexpr auto operator<=> ( BasicPrice< RawType, Decimals >  , BasicPrice< RawType, Decimals >    )

friend

Orders two prices of the same scale by raw value.

Parameters

lhs	The left-hand price.
rhs	The right-hand price.

Returns

The three-way comparison result between lhs and rhs.

Member Data Documentation

decimals

template<typename RawType , unsigned int Decimals>

constexpr unsigned int itch::BasicPrice< RawType, Decimals >::decimals = Decimals

staticconstexpr

The number of implied decimal places for this price scale.

Definition at line 42 of file price.hpp.

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The documentation for this class was generated from the following file:

• price.hpp