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

InstrumentType

Represents the class of tradable instrument.

enum class InstrumentType
{
  Spot,
  Future,
  Inverse,
  Option
};

OptionType

Represents option direction (for option instruments only).

enum class OptionType
{
  CALL,
  PUT
};

OrderType

Represents the execution style of an order.

enum class OrderType : uint8_t
{
  LIMIT = 0,
  MARKET = 1,
  STOP_MARKET = 2,
  STOP_LIMIT = 3,
  TAKE_PROFIT_MARKET = 4,
  TAKE_PROFIT_LIMIT = 5,
  TRAILING_STOP = 6,
  ICEBERG = 7,
};

Type	Description
LIMIT	Limit order at specified price
MARKET	Market order, immediate execution
STOP_MARKET	Stop-loss that triggers market order
STOP_LIMIT	Stop-loss that triggers limit order
TAKE_PROFIT_MARKET	Take-profit that triggers market order
TAKE_PROFIT_LIMIT	Take-profit that triggers limit order
TRAILING_STOP	Trailing stop order
ICEBERG	Iceberg order with hidden quantity

TimeInForce

Time-in-force policies for orders.

enum class TimeInForce : uint8_t
{
  GTC = 0,        // Good Till Cancel (default)
  IOC = 1,        // Immediate Or Cancel
  FOK = 2,        // Fill Or Kill
  GTD = 3,        // Good Till Date
  POST_ONLY = 4,  // Maker only
};

Policy	Description
GTC	Order remains until canceled
IOC	Fill immediately or cancel unfilled portion
FOK	Fill entire order immediately or cancel
GTD	Order expires at specified date/time
POST_ONLY	Order must be maker (rejected if would take)

Side

Represents the direction of an order.

enum class Side
{
  BUY,
  SELL
};

VenueType

Type of trading venue.

enum class VenueType : uint8_t
{
  CentralizedExchange,
  AmmDex,
  HybridDex
};

SettlementType

How a contract settles at expiry. Defaults to Cash on SymbolInfo, which preserves spot and perp behavior.

enum class SettlementType
{
  Cash,
  Physical
};

ExerciseStyle

When an option may be exercised. Defaults to European on SymbolInfo.

enum class ExerciseStyle
{
  European,
  American
};

STPMode

Self-trade prevention. Real venues apply these when a new order from the same account would cross an existing resting order of the same account. SimulatedExecutor matches on Order::accountId; configure it with setSTPMode and setSTPGroupMembership.

enum class STPMode : uint8_t
{
  None = 0,          // self-match allowed (default)
  CancelNewest = 1,  // cancel the incoming order
  CancelOldest = 2,  // cancel the resting order; new one goes through
  CancelBoth = 3,    // cancel both legs
  Decrement = 4,     // cancel smaller side fully; reduce larger by smaller qty
};

Value	Name	Effect
0	None	Self-match allowed. Default
1	CancelNewest	Cancel the incoming order
2	CancelOldest	Cancel the resting order; the new one goes through
3	CancelBoth	Cancel both legs
4	Decrement	Cancel the smaller side fully; reduce the larger by the smaller quantity

Identifiers

Type	Underlying	Description
SymbolId	uint32_t	Unique identifier for a symbol.
OrderId	uint64_t	Unique identifier for an order.
ExchangeId	uint16_t	Unique identifier for an exchange.

static constexpr ExchangeId InvalidExchangeId = 0xFFFF;

Fixed-Point Types

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

Type	Scale	Description
Price	1e-8	Decimal representation of price.
Quantity	1e-8	Decimal quantity (e.g. number of contracts).
Volume	1e-8	Price × Quantity, used in bars etc.

All three types use Decimal<Tag, 100'000'000, 1> internally, ensuring:

• High precision (8 decimal places)
• Strong typing (tags prevent mixing price and size)
• Tick-aligned operations and rounding support

Arithmetic Operations

// Volume = Price × Quantity
Volume notional = price * quantity;
Volume notional = quantity * price;  // Also works

// Price = Volume / Quantity
Price avgPrice = totalVolume / totalQty;

// Quantity = Volume / Price
Quantity qty = notional / price;

Uses 128-bit arithmetic internally to prevent overflow on large values.

Notes

• These types are used pervasively across all order-related and market data structures.
• Prevents accidental unit mismatches (e.g., adding price and quantity).
• InstrumentType::Inverse is used for inverse perpetual contracts.
• ExchangeId is used in SymbolRegistry for multi-exchange scenarios.