enewhuis / liquibook

Modern C++ order matching engine

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type.h big customized datatypes, allowing to processing large datatypes

divakareddy opened this issue · comments

Currently liquibook is unable to handle processing large datatypes which are greater than 64-bit values.
It would be great if code allows user to define customized datatypes in order to handle process bigger values under liquibook/src/book/type.h

for example:
instead of

typedef uint32_t Price;
typedef uint32_t Quantity;
typedef uint32_t Cost;

User wants to define something similar to:

include "uint128.h"

typedef uint128_t Price;
typedef uint128_t Quantity;
typedef uint128_t Cost;

Thanks for your comment.

This is why these types are typedef-derfined. One place for user to
override.

I understand that it's not the same as a template, so I'll keep it in mind
for the release.

On Mon, Sep 9, 2013 at 12:06 AM, divakareddy notifications@github.comwrote:

Currently liquibook is unable to handle processing large datatypes which
are greater than 64-bit values.
It would be great if code allows user to define customized datatypes in
order to handle process bigger values under liquibook/src/book/type.h

for example:
instead of

typedef uint32_t Price;
typedef uint32_t Quantity;
typedef uint32_t Cost;

User wants to define something similar to:
#include

typedef uint128_t Price;
typedef uint128_t Quantity;
typedef uint128_t Cost;


Reply to this email directly or view it on GitHubhttps://github.com//issues/1
.

Closing. However I would be interested in what market place has prices and/or currency values larger than 9,223,372,036,854,775,807. That would be 2 million times larger than the annual US budget (expressed in dollars).