llfix::FixedPoint Class Reference

Represents an unsigned fixed-point numeric value with a configurable number of decimal points. Not general purpose, intended usage is for only exchange connectivity. More...

#include <fixed_point.h>

Public Member Functions
void	set_decimal_points (uint32_t n)
	Set the number of decimal points for this value. More...
uint32_t	get_decimal_points () const
	Get the number of decimal points for this value. More...
void	set_raw_value (uint64_t raw_value)
	Set the raw integer value. More...
uint64_t	get_raw_value () const
	Get the raw integer value. More...
void	set_from_chars (const char *buffer, std::size_t length)
	Set value from a character buffer representing a decimal number. More...
std::size_t	to_chars (char *buffer) const
	Convert the fixed-point value into characters in buffer. More...
std::string	to_string () const
	Convert the fixed-point value to a std::string. More...
bool	operator== (const FixedPoint &other) const
	Equality comparison.
bool	operator!= (const FixedPoint &other) const
	Inequality comparison.
bool	operator> (const FixedPoint &other) const
	Greater-than comparison.
bool	operator>= (const FixedPoint &other) const
	Greater-than-or-equal comparison.
bool	operator< (const FixedPoint &other) const
	Less-than comparison.
bool	operator<= (const FixedPoint &other) const
	Less-than-or-equal comparison.

Detailed Description

Represents an unsigned fixed-point numeric value with a configurable number of decimal points. Not general purpose, intended usage is for only exchange connectivity.

• Decimal points represent the scale factor. For example: in 10.32, decimal points = 2.
• If decimal points is 4, a raw value of 10000 represents 1.0000.
• Some common decimal point examples used by exchanges:
  • 4 (Nasdaq OMX)
  • 6 (Euronext)
  • 7 (Euronext)
  • 8 (Xetra & Eurex)
• Raw value is stored as a 64-bit unsigned integer, matching typical exchange-native binary protocol fields (e.g. price).
• Arithmetic operations not supported. You can use get_raw_value and set_raw_value to modify the underlying value

Warning

1. You must not use a FixedPoint instance without setting decimal points.
2. set_from_chars assumes a strictly valid unsigned decimal representation. Accepted format: digits with an optional single '.' delimiter (e.g. "123", "123.45"). The parser does not validate or skip whitespace, signs, separators, exponent notation, or multiple '.' characters. Any non-digit (other than a single '.') or multiple '.' occurrences yield undefined/implementation-specific results.

Usage

Example 1

FixedPoint fp;
fp.set_decimal_points(4);
fp.set_from_chars("1000.0023");
std::cout << fp.to_string();      // 1000.0023
std::cout << fp.get_raw_value();  // 10000023

Example 2

FixedPoint fp;
fp.set_decimal_points(4);
fp.set_raw_value(10001234);
std::cout << fp.to_string();     // 1000.1234
std::cout << fp.get_raw_value(); // 10001234

Member Function Documentation

get_decimal_points()

uint32_t llfix::FixedPoint::get_decimal_points ( ) const

inline

Get the number of decimal points for this value.

Returns

Number of decimal points

get_raw_value()

uint64_t llfix::FixedPoint::get_raw_value ( ) const

inline

Get the raw integer value.

Returns

Raw fixed-point value

set_decimal_points()

void llfix::FixedPoint::set_decimal_points ( uint32_t  n )

inline

Set the number of decimal points for this value.

Parameters

n	Number of decimal points (max allowed value is 9)

set_from_chars()

void llfix::FixedPoint::set_from_chars ( const char *  buffer, std::size_t  length  )

inline

Set value from a character buffer representing a decimal number.

Example: if decimal points = 4, input "10.2345" -> raw value = 102345

Parameters

buffer	Character buffer containing the numeric value
length	Length of the buffer

set_raw_value()

void llfix::FixedPoint::set_raw_value ( uint64_t  raw_value )

inline

Set the raw integer value.

Parameters

raw_value

The raw value corresponding to the fixed-point representation

to_chars()

std::size_t llfix::FixedPoint::to_chars ( char *  buffer ) const

inline

Convert the fixed-point value into characters in buffer.

Example: raw value 102345 with decimal points 4 -> buffer "10.2345"

Parameters

buffer

Target buffer to write characters

Returns

Number of characters written

Note

The output is NOT null-terminated; callers must append '\0' if a C-string is required.

to_string()

std::string llfix::FixedPoint::to_string ( ) const

inline

Convert the fixed-point value to a std::string.

Returns

String representation including decimal point

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

• include/llfix/electronic_trading/common/fixed_point.h