Represents rules for valid price quantization for a given instrument on a certain exchange. More...

#include <PriceIncrements.hpp>

Inheritance diagram for PriceIncrements:

Public Types
using	Ptr = std::shared_ptr<PriceIncrements>
	The alias to a type of shared pointer to the PriceIncrements object.

using	Unique = std::unique_ptr<PriceIncrements>
	The alias to a type of unique pointer to the PriceIncrements object.

Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Member Functions
std::string	getText () const
	Returns textual representation of price increments in the format:

std::vector< double >	getPriceIncrements () const
	Returns internal representation of price increments as a single array of double values.

double	getPriceIncrement () const
	Returns the first price increment (for price range adjacent to 0), usually the smallest one.

double	getPriceIncrement (double price) const
	Returns price increment which shall be applied to the specified price.

double	getPriceIncrement (double price, std::int32_t direction) const
	Returns price increment which shall be applied to the specified price in the specified direction.

std::int32_t	getPricePrecision () const
	Returns first price precision (for price range adjacent to 0), usually the largest one.

std::int32_t	getPricePrecision (double price) const
	Returns price precision for the price range which contains a specified price.

double	roundPrice (double price) const
	Returns specified price rounded to nearest valid value.

double	roundPrice (double price, std::int32_t direction) const
	Returns specified price rounded in the specified direction to the nearest value that is valid, according to price increment rules.

double	roundPrice (double price, RoundingMode roundingMode) const
	Returns specified price rounded according to specified rounding mode to nearest value that is valid, according to price increment rules.

double	incrementPrice (double price, std::int32_t direction) const
	Returns specified price incremented in the specified direction by appropriate increment and then rounded to the nearest valid value.

double	incrementPrice (double price, std::int32_t direction, double step) const
	Returns specified price incremented in the specified direction by the maximum of a specified step and appropriate increment, and then rounded to the nearest valid value.

bool	operator== (const PriceIncrements &other) const
	Returns `true` if this object is equal to `other` object.

bool	operator== (const PriceIncrements::Ptr &other) const
	Returns `true` if this object is equal to `other` object.

std::size_t	hashCode () const noexcept

std::string	toString () const override
	Returns a string representation of the current object.

Public Member Functions inherited from SharedEntity
template<typename T>
bool	is () const noexcept
	Checks that the pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T>
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T>
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static Ptr	valueOf (const StringLike &text)
	Returns an instance of price increments for specified textual representation.

static Ptr	valueOf (double increment)
	Returns an instance of price increments for a specified single increment.

static Ptr	valueOf (const std::vector< double > &increments)
	Returns an instance of price increments for specified internal representation.

static Ptr	valueOf (std::initializer_list< double > increments)
	Returns an instance of price increments for specified internal representation.

Static Public Member Functions inherited from RequireMakeShared< PriceIncrements >
static auto	createShared (Args &&...args)
	Creates a smart pointer to an object.

Static Public Attributes
static const Ptr	EMPTY
	Empty price increments - it has empty text and sole increment with value 0.

Detailed Description

Represents rules for valid price quantization for a given instrument on a certain exchange.

These rules are defined as a set of price ranges with associated price increments. Each price increment defines what price values are valid for the corresponding price range-valid prices shall be divisible by corresponding price increment.

All price ranges shall be mutually exclusive, and they shall cover the entire space from 0 to infinity. Therefore, all ranges can be represented as a sequence of numbers where increments are interleaved with range limits, with extreme limits (0 and infinity) omitted for short. Negative space (from negative infinity to 0) uses symmetrical price ranges.

There is a special value PriceIncrements::EMPTY that is used to represent unknown or undefined rules. This value has empty textual representation and is considered to have a sole increment with value 0.

See PriceIncrements::getText() and PriceIncrements::getPriceIncrements() for details about used formats and representations.

NOTE:This class produces precise results for decimal numbers with at most 14 significant digits and at most 14 digits after the decimal point.

Member Function Documentation

◆ getPriceIncrement() [1/3]

double PriceIncrements::getPriceIncrement ( ) const

Returns the first price increment (for price range adjacent to 0), usually the smallest one.

Returns 0 for PriceIncrements::EMPTY price increments.

Returns: The first price increment.

◆ getPriceIncrement() [2/3]

double PriceIncrements::getPriceIncrement ( double price ) const

Returns price increment which shall be applied to the specified price.

If the price is Not-a-Number (NaN), then the first price increment is returned. If price is a breakpoint between two ranges, then a minimum of upward and downward increments is returned. This method is equivalent to calling PriceIncrements::getPriceIncrement(price, 0).

Parameters

price The price.

Returns: The price increment.

◆ getPriceIncrement() [3/3]

double PriceIncrements::getPriceIncrement	(	double	price,
		std::int32_t	direction ) const

Returns price increment which shall be applied to the specified price in the specified direction.

If the price is Not-a-Number (NaN), then the first price increment is returned. If the price is a breakpoint between two ranges and a direction is 0, then a minimum of upward and downward increments is returned.

Parameters

price	The price.
direction	The direction.

Returns: The price increment.

◆ getPriceIncrements()

std::vector< double > PriceIncrements::getPriceIncrements ( ) const

Returns internal representation of price increments as a single array of double values.

This array specifies all numbers from textual representation (see PriceIncrements::getText()) in the same order. Therefore, numbers at even positions are increments and numbers at odd positions are upper limits. The array always has an odd length - the infinite upper limit of the last range is always omitted, and the first increment (for price range adjacent to 0) is always included even for PriceIncrements::EMPTY value.

Returns: The internal representation of price increments.

◆ getPricePrecision() [1/2]

std::int32_t PriceIncrements::getPricePrecision ( ) const

Returns first price precision (for price range adjacent to 0), usually the largest one.

Returns 0 for PriceIncrements::EMPTY price increments.

Returns: The first price precision.

◆ getPricePrecision() [2/2]

std::int32_t PriceIncrements::getPricePrecision ( double price ) const

Returns price precision for the price range which contains a specified price.

Price precision is a number of decimal digits after decimal point that are needed to represent all valid prices in the given price range. This method returns price precision in the interval [0, 18] inclusive. If the price is Not-a-Number (NaN), then the first price precision is returned. If the price is a breakpoint between two ranges, then precision of the lower range is returned.

Parameters

price The price.

Returns: The price precision.

◆ getText()

std::string PriceIncrements::getText ( ) const

Returns textual representation of price increments in the format:

TEXT ::= "" | LIST
LIST ::= INCREMENT | RANGE "; " LIST
RANGE ::= INCREMENT " " UPPER_LIMIT

Where INCREMENT is a price increment in the given price range and UPPER_LIMIT is the upper bound of that range. All ranges are listed in the ascending order of upper limits, and the last range is considered to extend toward infinity and is therefore specified without upper limit. All increments and limits are finite positive numbers. The case with empty text is a special stub used for PriceIncrements::EMPTY value, it uses a sole increment with value 0.

Returns: The textual representation.

◆ hashCode()

std::size_t PriceIncrements::hashCode ( ) const

noexcept

Returns: A hash code value for this object.

◆ incrementPrice() [1/2]

double PriceIncrements::incrementPrice	(	double	price,
		std::int32_t	direction ) const

Returns specified price incremented in the specified direction by appropriate increment and then rounded to the nearest valid value.

If the price is Not-a-Number (NaN), then NaN is returned. If the appropriate price increment is 0, then the specified price is returned as is. This method is equivalent to calling PriceIncrements::incrementPrice(price, direction, 0).

Parameters

price	The price to increment.
direction	The direction.

Returns: The new price.

Exceptions

JavaException("IllegalArgumentException") if the direction is 0

◆ incrementPrice() [2/2]

double PriceIncrements::incrementPrice	(	double	price,
		std::int32_t	direction,
		double	step ) const

Returns specified price incremented in the specified direction by the maximum of a specified step and appropriate increment, and then rounded to the nearest valid value.

If the price is Not-a-Number (NaN), then NaN is returned. If both step and appropriate price increment are 0, then the specified price is returned as is. Note that a step must be positive even for negative directions.

Parameters

price	The price to increment.
direction	The direction.
step	The step.

Returns: The new price.

Exceptions

JavaException("IllegalArgumentException") if the direction is 0, or the step uses an invalid value

◆ operator==() [1/2]

bool PriceIncrements::operator== ( const PriceIncrements & other ) const

Returns true if this object is equal to other object.

Parameters

other Another object

Returns: true if this object is equal to other object

◆ operator==() [2/2]

bool PriceIncrements::operator== ( const PriceIncrements::Ptr & other ) const

inline

Returns true if this object is equal to other object.

Parameters

other Another object

Returns: true if this object is equal to other object

◆ roundPrice() [1/3]

double PriceIncrements::roundPrice ( double price ) const

Returns specified price rounded to nearest valid value.

If the price is Not-a-Number (NaN), then NaN is returned. If the appropriate price increment is 0, then the specified price is returned as is. This method is equivalent to calling PriceIncrements::roundPrice(price, 0).

Parameters

price The price to round.

Returns: The rounded price.

◆ roundPrice() [2/3]

double PriceIncrements::roundPrice	(	double	price,
		RoundingMode	roundingMode ) const

Returns specified price rounded according to specified rounding mode to nearest value that is valid, according to price increment rules.

If the price is Not-a-Number (NaN), then NaN is returned. If the appropriate price increment is 0, then the specified price is returned as is.

Parameters

price	The price to round.
roundingMode	The rounding mode.

Returns: The rounded price.

◆ roundPrice() [3/3]

double PriceIncrements::roundPrice	(	double	price,
		std::int32_t	direction ) const

Returns specified price rounded in the specified direction to the nearest value that is valid, according to price increment rules.

If the price is Not-a-Number (NaN), then NaN is returned. If the appropriate price increment is 0, then the specified price is returned as is. If a direction is 0, then the price is rounded to the nearest valid value.

Parameters

price	The price to round.
direction	The direction.

Returns: The rounded price.

◆ toString()

std::string PriceIncrements::toString ( ) const

overridevirtual

Returns a string representation of the current object.

Returns: A string representation

Reimplemented from SharedEntity.

◆ valueOf() [1/4]

PriceIncrements::Ptr PriceIncrements::valueOf ( const std::vector< double > & increments )

static

Returns an instance of price increments for specified internal representation.

See PriceIncrements::getPriceIncrements() for details about internal representation.

Parameters

increments The increments.

Returns: The price increments instance.

Exceptions

JavaException("IllegalArgumentException") if data contains invalid values

◆ valueOf() [2/4]

PriceIncrements::Ptr PriceIncrements::valueOf ( const StringLike & text )

static

Returns an instance of price increments for specified textual representation.

See PriceIncrements::getText() for format specification.

Parameters

text	The textual representation.

Returns: The price increments instance.

Exceptions

JavaException("IllegalArgumentException") if text uses wrong format or contains invalid values.

◆ valueOf() [3/4]

PriceIncrements::Ptr PriceIncrements::valueOf ( double increment )

static

Returns an instance of price increments for a specified single increment.

Parameters

increment The increment.

Returns: The price increments instance.

Exceptions

JavaException("IllegalArgumentException") if increment uses invalid value

◆ valueOf() [4/4]

PriceIncrements::Ptr PriceIncrements::valueOf ( std::initializer_list< double > increments )

static

Returns an instance of price increments for specified internal representation.

See PriceIncrements::getPriceIncrements() for details about internal representation.

Parameters

increments The increments.

Returns: The price increments instance.

Exceptions

JavaException("IllegalArgumentException") if data contains invalid values

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Function Documentation

◆ getPriceIncrement() [1/3]

◆ getPriceIncrement() [2/3]

◆ getPriceIncrement() [3/3]

◆ getPriceIncrements()

◆ getPricePrecision() [1/2]

◆ getPricePrecision() [2/2]

◆ getText()

◆ hashCode()

◆ incrementPrice() [1/2]

◆ incrementPrice() [2/2]

◆ operator==() [1/2]

◆ operator==() [2/2]

◆ roundPrice() [1/3]

◆ roundPrice() [2/3]

◆ roundPrice() [3/3]

◆ toString()

◆ valueOf() [1/4]

◆ valueOf() [2/4]

◆ valueOf() [3/4]

◆ valueOf() [4/4]