mama/price.h

Types

	Name
enum	mamaPricePrecision_ { MAMA_PRICE_PREC_UNKNOWN = 0, MAMA_PRICE_PREC_10 = 1, MAMA_PRICE_PREC_100 = 2, MAMA_PRICE_PREC_1000 = 3, MAMA_PRICE_PREC_10000 = 4, MAMA_PRICE_PREC_100000 = 5, MAMA_PRICE_PREC_1000000 = 6, MAMA_PRICE_PREC_10000000 = 7, MAMA_PRICE_PREC_100000000 = 8, MAMA_PRICE_PREC_1000000000 = 9, MAMA_PRICE_PREC_10000000000 = 10, MAMA_PRICE_PREC_100000000000 = 11, MAMA_PRICE_PREC_1000000000000 = 12, MAMA_PRICE_PREC_10000000000000 = 13, MAMA_PRICE_PREC_100000000000000 = 14, MAMA_PRICE_PREC_1000000000000000 = 15, MAMA_PRICE_PREC_INT = 16, MAMA_PRICE_PREC_DIV_2 = 17, MAMA_PRICE_PREC_DIV_4 = 18, MAMA_PRICE_PREC_DIV_8 = 19, MAMA_PRICE_PREC_DIV_16 = 20, MAMA_PRICE_PREC_DIV_32 = 21, MAMA_PRICE_PREC_DIV_64 = 22, MAMA_PRICE_PREC_DIV_128 = 23, MAMA_PRICE_PREC_DIV_256 = 24, MAMA_PRICE_PREC_DIV_512 = 25, MAMA_PRICE_PREC_TICK_32 = 26, MAMA_PRICE_PREC_HALF_32 = 27, MAMA_PRICE_PREC_QUARTER_32 = 28, MAMA_PRICE_PREC_TICK_64 = 29, MAMA_PRICE_PREC_HALF_64 = 30, MAMA_PRICE_PREC_10000000000000000 = 31, MAMA_PRICE_PREC_CENTS = MAMA_PRICE_PREC_100, MAMA_PRICE_PREC_PENNIES = MAMA_PRICE_PREC_100}
typedef enum mamaPricePrecision_	mamaPricePrecision
typedef mama_u8_t	mamaPriceHints

Functions

	Name
MAMAExpDLL mama_status	mamaPrice_create(mamaPrice * price)
MAMAExpDLL mama_status	mamaPrice_destroy(mamaPrice price)
MAMAExpDLL mama_status	mamaPrice_clear(mamaPrice price)
MAMAExpDLL mama_status	mamaPrice_copy(mamaPrice dest, const mamaPrice src)
MAMAExpDLL mama_status	mamaPrice_add(mamaPrice dest, const mamaPrice rhs)
MAMAExpDLL mama_status	mamaPrice_subtract(mamaPrice dest, const mamaPrice rhs)
MAMAExpDLL int	mamaPrice_equal(const mamaPrice lhs, const mamaPrice rhs)
MAMAExpDLL double	mamaPrice_compare(const mamaPrice lhs, const mamaPrice rhs)
MAMAExpDLL mama_status	mamaPrice_setValue(mamaPrice price, double value)
MAMAExpDLL mama_status	mamaPrice_setPrecision(mamaPrice price, mamaPricePrecision precision)
MAMAExpDLL mama_status	mamaPrice_setIsValidPrice(mamaPrice price, mama_bool_t valid)
MAMAExpDLL mama_status	mamaPrice_setHints(mamaPrice price, mamaPriceHints hints)
MAMAExpDLL mama_status	mamaPrice_setWithHints(mamaPrice price, double value, mamaPriceHints hints)
MAMAExpDLL mama_status	mamaPrice_setFromString(mamaPrice price, const char * str)
MAMAExpDLL mama_status	mamaPrice_getValue(const mamaPrice price, double * value)
MAMAExpDLL mama_status	mamaPrice_getRoundedValue(const mamaPrice price, const mamaPricePrecision precision, double * value)
MAMAExpDLL mama_status	mamaPrice_getPrecision(const mamaPrice price, mamaPricePrecision * precision)
MAMAExpDLL mama_status	mamaPrice_getIsValidPrice(const mamaPrice price, mama_bool_t * valid)
MAMAExpDLL mama_status	mamaPrice_getHints(const mamaPrice price, mamaPriceHints * hints)
MAMAExpDLL mama_status	mamaPrice_getWithHints(const mamaPrice price, double * value, mamaPricePrecision * precision)
MAMAExpDLL mama_status	mamaPrice_getAsString(const mamaPrice price, char * str, mama_size_t maxLen)
MAMAExpDLL mama_status	mamaPrice_negate(mamaPrice price)
MAMAExpDLL mama_status	mamaPrice_isZero(const mamaPrice price, mama_bool_t * result)
MAMAExpDLL mamaPricePrecision	mamaPrice_decimals2Precision(mama_i32_t places)
MAMAExpDLL mamaPricePrecision	mamaPrice_denom2Precision(mama_i32_t denominator)
MAMAExpDLL mama_i32_t	mamaPrice_precision2Decimals(mamaPricePrecision precision)
MAMAExpDLL mama_i32_t	mamaPrice_precision2Denom(mamaPricePrecision precision)

Defines

	Name
	MAMA_PRICE_HINTS_NONE
	MAMA_PRICE_MAX_STR_LEN
	MAMA_PRICE_EPSILON

Types Documentation

enum mamaPricePrecision_

Enumerator	Value	Description
MAMA_PRICE_PREC_UNKNOWN	0
MAMA_PRICE_PREC_10	1
MAMA_PRICE_PREC_100	2
MAMA_PRICE_PREC_1000	3
MAMA_PRICE_PREC_10000	4
MAMA_PRICE_PREC_100000	5
MAMA_PRICE_PREC_1000000	6
MAMA_PRICE_PREC_10000000	7
MAMA_PRICE_PREC_100000000	8
MAMA_PRICE_PREC_1000000000	9
MAMA_PRICE_PREC_10000000000	10
MAMA_PRICE_PREC_100000000000	11
MAMA_PRICE_PREC_1000000000000	12
MAMA_PRICE_PREC_10000000000000	13
MAMA_PRICE_PREC_100000000000000	14
MAMA_PRICE_PREC_1000000000000000	15
MAMA_PRICE_PREC_INT	16
MAMA_PRICE_PREC_DIV_2	17
MAMA_PRICE_PREC_DIV_4	18
MAMA_PRICE_PREC_DIV_8	19
MAMA_PRICE_PREC_DIV_16	20
MAMA_PRICE_PREC_DIV_32	21
MAMA_PRICE_PREC_DIV_64	22
MAMA_PRICE_PREC_DIV_128	23
MAMA_PRICE_PREC_DIV_256	24
MAMA_PRICE_PREC_DIV_512	25
MAMA_PRICE_PREC_TICK_32	26
MAMA_PRICE_PREC_HALF_32	27
MAMA_PRICE_PREC_QUARTER_32	28
MAMA_PRICE_PREC_TICK_64	29
MAMA_PRICE_PREC_HALF_64	30
MAMA_PRICE_PREC_10000000000000000	31
MAMA_PRICE_PREC_CENTS	MAMA_PRICE_PREC_100
MAMA_PRICE_PREC_PENNIES	MAMA_PRICE_PREC_100

typedef mamaPricePrecision

typedef enum mamaPricePrecision_ mamaPricePrecision;

typedef mamaPriceHints

typedef mama_u8_t mamaPriceHints;

Functions Documentation

function mamaPrice_create

MAMAExpDLL mama_status mamaPrice_create(
    mamaPrice * price
)

Parameters:

price The location of a mamaPrice where to store the result.

Create a mamaPrice object.

function mamaPrice_destroy

MAMAExpDLL mama_status mamaPrice_destroy(
    mamaPrice price
)

Parameters:

price The price object to destroy.

Destroy a mamaPrice object.

function mamaPrice_clear

MAMAExpDLL mama_status mamaPrice_clear(
    mamaPrice price
)

Parameters:

price The price object to clear.

Clear a mamaPrice object.

function mamaPrice_copy

MAMAExpDLL mama_status mamaPrice_copy(
    mamaPrice dest,
    const mamaPrice src
)

Parameters:

copy The destination price.
src The price to copy.

Copy a price object. The destination object must have already been allocated using mamaPrice_create().

function mamaPrice_add

MAMAExpDLL mama_status mamaPrice_add(
    mamaPrice dest,
    const mamaPrice rhs
)

Parameters:

dest The price to add to.
rhs The price to add.

Add to a price object. The destination object must have already been allocated using mamaPrice_create().

function mamaPrice_subtract

MAMAExpDLL mama_status mamaPrice_subtract(
    mamaPrice dest,
    const mamaPrice rhs
)

Parameters:

dest The price to subtract from.
src The price to subtract.

Subtract from a price object. The destination object must have already been allocated using mamaPrice_create().

function mamaPrice_equal

MAMAExpDLL int mamaPrice_equal(
    const mamaPrice lhs,
    const mamaPrice rhs
)

Parameters:

lhs The first price to compare.
rhs The second price to compare.

Check for equality between two price objects.

function mamaPrice_compare

MAMAExpDLL double mamaPrice_compare(
    const mamaPrice lhs,
    const mamaPrice rhs
)

Parameters:

lhs The first price to compare.
rhs The second price to compare.

Compare two price objects. The return value is negative if lhs is earlier than rhs, positive if lhs is greater than rhs and zero if the two are equal.

function mamaPrice_setValue

MAMAExpDLL mama_status mamaPrice_setValue(
    mamaPrice price,
    double value
)

Parameters:

price The price to set.
value The value to set.

Set the price value only (no hint information).

function mamaPrice_setPrecision

MAMAExpDLL mama_status mamaPrice_setPrecision(
    mamaPrice price,
    mamaPricePrecision precision
)

Parameters:

price The price to set.
precision The precision for the price.

Set the price precision.

function mamaPrice_setIsValidPrice

MAMAExpDLL mama_status mamaPrice_setIsValidPrice(
    mamaPrice price,
    mama_bool_t valid
)

Parameters:

price The price to set.
valid If price contains a valid value.

Set if price contains a valid value. (0 may be a valid value)

function mamaPrice_setHints

MAMAExpDLL mama_status mamaPrice_setHints(
    mamaPrice price,
    mamaPriceHints hints
)

Parameters:

price The price to set.
hints The hints for the price.

Set all of the price hints.

function mamaPrice_setWithHints

MAMAExpDLL mama_status mamaPrice_setWithHints(
    mamaPrice price,
    double value,
    mamaPriceHints hints
)

Parameters:

price The price to set.
value The value to set.
hints The price hints.

Set the price with hint information.

function mamaPrice_setFromString

MAMAExpDLL mama_status mamaPrice_setFromString(
    mamaPrice price,
    const char * str
)

Parameters:

price The price to set.
str The string representation of some price.

Set the price from a string representation, preserving any detectable hints.

function mamaPrice_getValue

MAMAExpDLL mama_status mamaPrice_getValue(
    const mamaPrice price,
    double * value
)

Parameters:

price The price to get.
value The the decimal value of the price.

Get the price value only.

function mamaPrice_getRoundedValue

MAMAExpDLL mama_status mamaPrice_getRoundedValue(
    const mamaPrice price,
    const mamaPricePrecision precision,
    double * value
)

Parameters:

price The price to round.
precision The precision to use for rounding.
value The rounded value.

Return: Indicates whether the function succeeded or failed and could be one of:

MAMA_STATUS_INVALID_ARG
MAMA_STATUS_OK

This function obtains the double value of a price rounded to the supplied precision.

function mamaPrice_getPrecision

MAMAExpDLL mama_status mamaPrice_getPrecision(
    const mamaPrice price,
    mamaPricePrecision * precision
)

Parameters:

price The price to get.
precision The price precision hint.

Get the price precision.

function mamaPrice_getIsValidPrice

MAMAExpDLL mama_status mamaPrice_getIsValidPrice(
    const mamaPrice price,
    mama_bool_t * valid
)

Parameters:

price The price to get.
valid If the value is valid.

Check if price contains a valid value.

function mamaPrice_getHints

MAMAExpDLL mama_status mamaPrice_getHints(
    const mamaPrice price,
    mamaPriceHints * hints
)

Parameters:

price The price to get.
hints The price hints.

Return: Indicates whether the function succeeded or failed and could be one of:

MAMA_STATUS_INVALID_ARG
MAMA_STATUS_OK

Note: This function is intended for internal use only.

Get the price hints.

function mamaPrice_getWithHints

MAMAExpDLL mama_status mamaPrice_getWithHints(
    const mamaPrice price,
    double * value,
    mamaPricePrecision * precision
)

Parameters:

price The price to get.
value The decimal value of the price.
precision The precision of the price.

Get the price with special, optional hints.

function mamaPrice_getAsString

MAMAExpDLL mama_status mamaPrice_getAsString(
    const mamaPrice price,
    char * str,
    mama_size_t maxLen
)

Parameters:

price The price to set.
str The string buffer to update.
maxLen The maximum size of the string buffer (including trailing ‘\0’).

Get the price as a string, formatted according to the hints provided.

function mamaPrice_negate

MAMAExpDLL mama_status mamaPrice_negate(
    mamaPrice price
)

Negate the price value. Hints and precisions are not affected.

function mamaPrice_isZero

MAMAExpDLL mama_status mamaPrice_isZero(
    const mamaPrice price,
    mama_bool_t * result
)

Return whether the price has a value equivalent to zero. It may not be exactly 0.0, but we check against +/- epsilon.

function mamaPrice_decimals2Precision

MAMAExpDLL mamaPricePrecision mamaPrice_decimals2Precision(
    mama_i32_t places
)

Return the appropriate precision code for a given number of decimal places.

function mamaPrice_denom2Precision

MAMAExpDLL mamaPricePrecision mamaPrice_denom2Precision(
    mama_i32_t denominator
)

Return the appropriate precision code for a given fractional denominator.

function mamaPrice_precision2Decimals

MAMAExpDLL mama_i32_t mamaPrice_precision2Decimals(
    mamaPricePrecision precision
)

Return the number of decimal places for a given precision code.

function mamaPrice_precision2Denom

MAMAExpDLL mama_i32_t mamaPrice_precision2Denom(
    mamaPricePrecision precision
)

Return the fractional denominator for a given precision code.

Macros Documentation

define MAMA_PRICE_HINTS_NONE

#define MAMA_PRICE_HINTS_NONE ((mamaPriceHints)0x00)

define MAMA_PRICE_MAX_STR_LEN

#define MAMA_PRICE_MAX_STR_LEN (32)

define MAMA_PRICE_EPSILON

#define MAMA_PRICE_EPSILON ((mama_f64_t)0.00000000001)

MAMA_PRICE_EPSILON a value that is considered equivalent to zero.

Source code

/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

#ifndef MamaPriceH__
#define MamaPriceH__

#include <mama/config.h>
#include <mama/status.h>
#include <mama/types.h>


#if defined(__cplusplus)
extern "C" {
#endif


typedef enum mamaPricePrecision_
{
    MAMA_PRICE_PREC_UNKNOWN             = 0,
    MAMA_PRICE_PREC_10                  = 1,
    MAMA_PRICE_PREC_100                 = 2,
    MAMA_PRICE_PREC_1000                = 3,
    MAMA_PRICE_PREC_10000               = 4,
    MAMA_PRICE_PREC_100000              = 5,
    MAMA_PRICE_PREC_1000000             = 6,
    MAMA_PRICE_PREC_10000000            = 7,
    MAMA_PRICE_PREC_100000000           = 8,
    MAMA_PRICE_PREC_1000000000          = 9,
    MAMA_PRICE_PREC_10000000000         = 10,
    MAMA_PRICE_PREC_100000000000        = 11,
    MAMA_PRICE_PREC_1000000000000       = 12,
    MAMA_PRICE_PREC_10000000000000      = 13,
    MAMA_PRICE_PREC_100000000000000     = 14,
    MAMA_PRICE_PREC_1000000000000000    = 15,
    MAMA_PRICE_PREC_INT                 = 16,
    MAMA_PRICE_PREC_DIV_2               = 17,
    MAMA_PRICE_PREC_DIV_4               = 18,
    MAMA_PRICE_PREC_DIV_8               = 19,
    MAMA_PRICE_PREC_DIV_16              = 20,
    MAMA_PRICE_PREC_DIV_32              = 21,
    MAMA_PRICE_PREC_DIV_64              = 22,
    MAMA_PRICE_PREC_DIV_128             = 23,
    MAMA_PRICE_PREC_DIV_256             = 24,
    MAMA_PRICE_PREC_DIV_512             = 25,
    MAMA_PRICE_PREC_TICK_32             = 26,
    MAMA_PRICE_PREC_HALF_32             = 27,
    MAMA_PRICE_PREC_QUARTER_32          = 28,
    MAMA_PRICE_PREC_TICK_64             = 29,
    MAMA_PRICE_PREC_HALF_64             = 30,
    MAMA_PRICE_PREC_10000000000000000   = 31,
    MAMA_PRICE_PREC_CENTS               = MAMA_PRICE_PREC_100,
    MAMA_PRICE_PREC_PENNIES             = MAMA_PRICE_PREC_100
} mamaPricePrecision;

typedef mama_u8_t  mamaPriceHints;
#define MAMA_PRICE_HINTS_NONE     ((mamaPriceHints)0x00)

#define MAMA_PRICE_MAX_STR_LEN (32)


#define MAMA_PRICE_EPSILON   ((mama_f64_t)0.00000000001)


MAMAExpDLL
extern mama_status
mamaPrice_create (mamaPrice*  price);

MAMAExpDLL
extern mama_status
mamaPrice_destroy (mamaPrice  price);

MAMAExpDLL
extern mama_status
mamaPrice_clear (mamaPrice  price);

MAMAExpDLL
extern mama_status
mamaPrice_copy (mamaPrice         dest,
                const mamaPrice   src);

MAMAExpDLL
extern mama_status
mamaPrice_add (mamaPrice         dest,
               const mamaPrice   rhs);

MAMAExpDLL
extern mama_status
mamaPrice_subtract (mamaPrice         dest,
                    const mamaPrice   rhs);

MAMAExpDLL
extern int
mamaPrice_equal (const mamaPrice   lhs,
                 const mamaPrice   rhs);

MAMAExpDLL
extern double
mamaPrice_compare (const mamaPrice   lhs,
                   const mamaPrice   rhs);

MAMAExpDLL
extern mama_status
mamaPrice_setValue (mamaPrice  price,
                    double     value);

MAMAExpDLL
extern mama_status
mamaPrice_setPrecision (mamaPrice           price,
                        mamaPricePrecision  precision);

MAMAExpDLL
extern mama_status
mamaPrice_setIsValidPrice (mamaPrice   price,
                           mama_bool_t valid);


MAMAExpDLL
extern mama_status
mamaPrice_setHints (mamaPrice       price,
                    mamaPriceHints  hints);

MAMAExpDLL
extern mama_status
mamaPrice_setWithHints (mamaPrice       price,
                        double          value,
                        mamaPriceHints  hints);

MAMAExpDLL
extern mama_status
mamaPrice_setFromString(mamaPrice    price,
                        const char*  str);

MAMAExpDLL
extern mama_status
mamaPrice_getValue(const mamaPrice      price,
                   double*              value);

MAMAExpDLL
mama_status
mamaPrice_getRoundedValue(const mamaPrice      price,
                          const mamaPricePrecision  precision,
                          double*              value);

MAMAExpDLL
extern mama_status
mamaPrice_getPrecision(const mamaPrice      price,
                       mamaPricePrecision*  precision);

MAMAExpDLL
extern mama_status
mamaPrice_getIsValidPrice (const mamaPrice price,
                           mama_bool_t*    valid);

MAMAExpDLL
extern mama_status
mamaPrice_getHints(const mamaPrice      price,
                   mamaPriceHints*      hints);

MAMAExpDLL
extern mama_status
mamaPrice_getWithHints(const mamaPrice      price,
                       double*              value,
                       mamaPricePrecision*  precision);

MAMAExpDLL
extern mama_status
mamaPrice_getAsString(const mamaPrice      price,
                      char*                str,
                      mama_size_t          maxLen);

MAMAExpDLL
extern mama_status
mamaPrice_negate(mamaPrice  price);

MAMAExpDLL
extern mama_status
mamaPrice_isZero(const mamaPrice  price,
                 mama_bool_t*     result);

MAMAExpDLL
extern  mamaPricePrecision
mamaPrice_decimals2Precision (mama_i32_t  places);

MAMAExpDLL
extern  mamaPricePrecision
mamaPrice_denom2Precision (mama_i32_t  denominator);

MAMAExpDLL
extern  mama_i32_t
mamaPrice_precision2Decimals (mamaPricePrecision  precision);

MAMAExpDLL
extern  mama_i32_t
mamaPrice_precision2Denom (mamaPricePrecision  precision);

#if defined(__cplusplus)
}
#endif

#endif

Updated on 2023-03-31 at 15:29:16 +0100