Common Types

This header defines core types and enums used throughout the Flox engine, including identifiers, numeric types (price, quantity), and domain-specific enums.

Enums

OrderType

Represents the execution style of an order.

enum class OrderType {
  LIMIT,
  MARKET
};

Side

Represents the direction of an order.

enum class Side {
  BUY,
  SELL
};

Identifiers

Type	Description
SymbolId	Unique identifier for a symbol.
OrderId	Unique identifier for an order.

Fixed-Point Types

Built on top of the Decimal template for safe, precise arithmetic.

Type	Scale	Description
Price	1e-6	Decimal representation of price.
Quantity	1e-6	Decimal quantity (e.g. number of contracts).
Volume	1e-6	Price × Quantity, used in candle bars etc.

All three types use Decimal<Tag, 1'000'000, 1> internally, ensuring:

• High precision (6 decimal places)
• Strong typing (tags prevent mixing price and size)
• Tick-aligned operations and rounding support

Notes

• These types are used pervasively across all order-related and market data structures.
• Prevents accidental unit mismatches (e.g., adding price and quantity).
• Tick size granularity is currently fixed to 1.