b2bits::constants Namespace Reference

Namespaces
namespace	detail
	Internal utility functions for financial data conversion.

Variables
static constexpr std::int64_t	SBE_PRICE_MULTIPLIER = 1'000'000'000
	SBE price multiplier (1 billion) - converts prices to fixed-point with 9 decimal places.
static constexpr std::int64_t	SBE_QTY_MULTIPLIER = 100
	SBE quantity multiplier (100) - converts quantities to fixed-point with 2 decimal places.
static constexpr std::int64_t	INVALID_COUPON_RATE = -1
	Sentinel value indicating an invalid or missing coupon rate.
constexpr double	PRICE_FRACTION_256 = 1.0 / 256LL
	Price fraction 1/256 - used for US Treasury securities pricing.
constexpr double	PRICE_FRACTION_512 = 1.0 / 512LL
	Price fraction 1/512 - used for some Treasury securities (1/2 of 1/256).
constexpr double	PRICE_FRACTION_100 = 1.0 / 100LL
	Price fraction 1/100 - standard percentage/decimal pricing.
constexpr double	PRICE_FRACTION_50000 = 5.0 / 10000LL
	Price fraction 5/10000 (0.0005) - used for fine-grained pricing.
static constexpr int	UNDERLYING_PRODUCT_GOVERNMENT = 6
	Product type identifier for government securities (bonds, notes, etc.).

Variable Documentation

INVALID_COUPON_RATE

std::int64_t b2bits::constants::INVALID_COUPON_RATE = -1

staticconstexpr

Sentinel value indicating an invalid or missing coupon rate.

PRICE_FRACTION_100

double b2bits::constants::PRICE_FRACTION_100 = 1.0 / 100LL

inlineconstexpr

Price fraction 1/100 - standard percentage/decimal pricing.

PRICE_FRACTION_256

double b2bits::constants::PRICE_FRACTION_256 = 1.0 / 256LL

inlineconstexpr

Price fraction 1/256 - used for US Treasury securities pricing.

PRICE_FRACTION_50000

double b2bits::constants::PRICE_FRACTION_50000 = 5.0 / 10000LL

inlineconstexpr

Price fraction 5/10000 (0.0005) - used for fine-grained pricing.

PRICE_FRACTION_512

double b2bits::constants::PRICE_FRACTION_512 = 1.0 / 512LL

inlineconstexpr

Price fraction 1/512 - used for some Treasury securities (1/2 of 1/256).

SBE_PRICE_MULTIPLIER

std::int64_t b2bits::constants::SBE_PRICE_MULTIPLIER = 1'000'000'000

staticconstexpr

SBE price multiplier (1 billion) - converts prices to fixed-point with 9 decimal places.

Referenced by b2bits::nasdaq::calculate_ratio(), b2bits::constants::detail::to_sbe_price_mantissa(), and b2bits::constants::detail::validate_num_price_decimals().

SBE_QTY_MULTIPLIER

std::int64_t b2bits::constants::SBE_QTY_MULTIPLIER = 100

staticconstexpr

SBE quantity multiplier (100) - converts quantities to fixed-point with 2 decimal places.

Referenced by b2bits::constants::detail::to_sbe_qty_mantissa().

UNDERLYING_PRODUCT_GOVERNMENT

int b2bits::constants::UNDERLYING_PRODUCT_GOVERNMENT = 6

staticconstexpr

Product type identifier for government securities (bonds, notes, etc.).