b2bits::constants::detail Namespace Reference

Internal utility functions for financial data conversion. More...

Detailed Description

Internal utility functions for financial data conversion.

These functions handle conversion between human-readable values and fixed-point internal representations. Not intended for direct use; use wrapper functions in the public API instead.

Functions
std::int64_t	to_sbe_price_mantissa (std::int64_t val, std::int64_t mult=constants::SBE_PRICE_MULTIPLIER) noexcept
	Convert value to SBE price mantissa (fixed-point representation).
std::int64_t	to_sbe_qty_mantissa (std::int64_t val, std::int64_t mult=constants::SBE_QTY_MULTIPLIER) noexcept
	Convert value to SBE quantity mantissa (fixed-point representation).
constexpr std::uint16_t	num_price_decimals (std::uint64_t multiplier)
	Calculate number of decimal places in a multiplier.
constexpr bool	validate_num_price_decimals (std::uint16_t num_decimals)
	Validate that number of decimals is within supported range.
constexpr std::uint64_t	calculate_multiplier (std::uint16_t num_of_decimals)
	Calculate multiplier for a given number of decimal places.

Function Documentation

calculate_multiplier()

std::uint64_t b2bits::constants::detail::calculate_multiplier ( std::uint16_t num_of_decimals )

inlineconstexpr

Calculate multiplier for a given number of decimal places.

Recursively computes 10^num_of_decimals to get the appropriate multiplier. For example, 3 decimals requires a multiplier of 1000.

Parameters

num_of_decimals

Number of decimal places needed

Returns

Multiplier value (10^num_of_decimals)

Note

Constexpr - evaluated at compile time

Inverse operation of num_price_decimals()

Example:

constexpr auto mult = calculate_multiplier(4);  // = 10000

References calculate_multiplier().

Referenced by calculate_multiplier().

num_price_decimals()

std::uint16_t b2bits::constants::detail::num_price_decimals ( std::uint64_t multiplier )

inlineconstexpr

Calculate number of decimal places in a multiplier.

Recursively determines how many decimal places a multiplier represents. For example, 1000 represents 3 decimal places, 1000000 represents 6.

Parameters

multiplier

Multiplier value (must be power of 10)

Returns

Number of decimal places

Note

Constexpr - evaluated at compile time

Assumes multiplier is a power of 10

Example:

constexpr auto decimals = num_price_decimals(1'000'000);  // = 6

References num_price_decimals().

Referenced by b2bits::nasdaq::calculate_ratio(), num_price_decimals(), and validate_num_price_decimals().

to_sbe_price_mantissa()

std::int64_t b2bits::constants::detail::to_sbe_price_mantissa ( std::int64_t val, std::int64_t mult = constants::SBE_PRICE_MULTIPLIER )

inlinenoexcept

Convert value to SBE price mantissa (fixed-point representation).

Multiplies the value by the price multiplier to create a fixed-point representation suitable for SBE encoding. This avoids floating-point precision issues in financial calculations.

Parameters

val	Value to convert (e.g., price as integer or scaled value)
mult	Multiplier to apply (default: SBE_PRICE_MULTIPLIER = 1e9)

Returns

Fixed-point mantissa value

Note

Default multiplier provides 9 decimal places of precision

Example:

// Convert price 123.456 (stored as 123456000 with 6 decimals)
// to full SBE representation with 9 decimals
auto mantissa = to_sbe_price_mantissa(123456000, 1000);  // = 123456000000

References b2bits::constants::SBE_PRICE_MULTIPLIER.

to_sbe_qty_mantissa()

std::int64_t b2bits::constants::detail::to_sbe_qty_mantissa ( std::int64_t val, std::int64_t mult = constants::SBE_QTY_MULTIPLIER )

inlinenoexcept

Convert value to SBE quantity mantissa (fixed-point representation).

Multiplies the value by the quantity multiplier to create a fixed-point representation suitable for SBE encoding. Used for contract quantities.

Parameters

val	Value to convert (e.g., quantity as integer)
mult	Multiplier to apply (default: SBE_QTY_MULTIPLIER = 100)

Returns

Fixed-point mantissa value

Note

Default multiplier provides 2 decimal places of precision

Example:

// Convert quantity 150 to SBE representation
auto mantissa = to_sbe_qty_mantissa(150);  // = 15000

References b2bits::constants::SBE_QTY_MULTIPLIER.

validate_num_price_decimals()

bool b2bits::constants::detail::validate_num_price_decimals ( std::uint16_t num_decimals )

inlineconstexpr

Validate that number of decimals is within supported range.

Checks if the requested number of decimal places is less than or equal to the maximum supported by SBE_PRICE_MULTIPLIER (9 decimals).

Parameters

num_decimals

Number of decimal places to validate

Returns

true if num_decimals is supported (? 9), false otherwise

Note

Constexpr - evaluated at compile time

Used for compile-time validation in templates

References num_price_decimals(), and b2bits::constants::SBE_PRICE_MULTIPLIER.

Referenced by b2bits::nasdaq::calculate_ratio().