Decimal
Decimal is a fixed-point arithmetic wrapper designed for performance-critical environments such as HFT. It provides type-safe arithmetic on scaled integers with configurable tick precision and compile-time guarantees.
template <typename Tag, int Scale, int64_t TickSize = 1>
class Decimal {
// ...
};
Purpose
- Avoid floating-point rounding errors by using integer math with fixed scaling.
- Provide clean, zero-cost abstractions for price/quantity units with compile-time type safety.
Parameters
| Template Param |
Description |
Tag |
Phantom type used to disambiguate unit domains (e.g. Price, Qty). |
Scale |
Number of sub-units per whole unit (e.g. 1000 = 3 decimal places). |
TickSize |
Granularity for tick-based rounding. |
Key Features
| Function |
Description |
fromDouble(double) |
Converts a floating-point value to scaled integer with rounding. |
toDouble() |
Converts internal _raw value to double for logging/debugging. |
raw() |
Returns raw internal int64_t value. |
roundToTick() |
Rounds to the nearest multiple of TickSize. |
isZero() |
True if _raw == 0. |
| Arithmetic / Comparison Ops |
Full suite of +, -, *, /, ==, <, <=, etc. on same-type values. |
Notes
- Scale is enforced at compile time —
Decimal<PriceTag, 1000> is a distinct type from Decimal<QuantityTag, 1000>.
- No virtual overhead, heap allocation, or runtime type checks.
- Supports tick-based alignment and arithmetic directly without conversions.
- Used throughout Flox for price, quantity, and other numeric domains.