price.hpp File Reference

Strongly typed, fixed-point price representation for ITCH price fields. More...

#include <cstdint>
#include <format>
#include <string>
#include <type_traits>

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Classes
class	itch::BasicPrice< RawType, Decimals >
	A strongly typed fixed-point price carrying its own decimal scale. More...
struct	std::formatter< itch::BasicPrice< RawType, Decimals > >
	Formats a price with its scale's number of decimals, e.g. "150.0000". More...

Namespaces
namespace	itch

Typedefs
using	itch::StandardPrice = BasicPrice< std::uint32_t, 4 >
	Price scale for every ITCH price field except MWCB decline levels.
using	itch::MwcbPrice = BasicPrice< std::uint64_t, 8 >
	Price scale for MWCB decline-level prices (8 implied decimals).

Functions
constexpr auto	itch::make_price (std::uint32_t raw_value) noexcept -> StandardPrice
	Wraps a raw 4-decimal price value in the typed StandardPrice.
constexpr auto	itch::make_mwcb_price (std::uint64_t raw_value) noexcept -> MwcbPrice
	Wraps a raw 8-decimal MWCB price value in the typed MwcbPrice.

Detailed Description

Strongly typed, fixed-point price representation for ITCH price fields.

Wraps the raw on-wire integer price in a type that carries its own decimal scale, so standard 4-decimal prices and MWCB 8-decimal decline-level prices cannot be mixed, compared, or formatted with the wrong divisor by accident.

Author

Bertin Balouki SIMYELI

Definition in file price.hpp.