b2bits::DefaultBookTraits Struct Reference

Default traits for order book. More...

Detailed Description

Default traits for order book.

Provides default type definitions for price, quantity, counters, and timestamps. Can be customized by providing alternative traits to Aggregator.

#include <core/src/Aggregator.h>

Public Types
using	PriceType = std::int64_t
	Price type (typically fixed-point).
using	QtyType = std::uint64_t
	Quantity type.
using	CounterType = std::uint32_t
	Order counter type.
using	SideType = char
	Side type ('B' or 'S').
using	Timestamp = std::uint64_t
	Timestamp type (nanoseconds).

Static Public Member Functions
static constexpr char	side2char (SideType s)
	Convert side type to character.

Member Typedef Documentation

CounterType

using b2bits::DefaultBookTraits::CounterType = std::uint32_t

Order counter type.

PriceType

using b2bits::DefaultBookTraits::PriceType = std::int64_t

Price type (typically fixed-point).

QtyType

using b2bits::DefaultBookTraits::QtyType = std::uint64_t

Quantity type.

SideType

using b2bits::DefaultBookTraits::SideType = char

Side type ('B' or 'S').

Timestamp

using b2bits::DefaultBookTraits::Timestamp = std::uint64_t

Timestamp type (nanoseconds).

Member Function Documentation

side2char()

constexpr char b2bits::DefaultBookTraits::side2char ( SideType s )

inlinestaticconstexpr

Convert side type to character.

Parameters

s	Side value

Returns

Side as character

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

• core/src/Aggregator.h