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quazzuk avatar quazzuk commented on September 13, 2024

On this topic, have you explored using boost/multiprecision/cpp_dec_float.hpp. I understand the current implementation is nice and minimalist, but ultimately I find I need to do some computation on the prices/sizes and currently that means converting to floating point.

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cryptochassis avatar cryptochassis commented on September 13, 2024

Describe the bug
stoul fails in Decimal constructor for negative numbers.

To Reproduce
Steps to reproduce the behavior:

  1. construct a Decimal from Decimal{"-0.001"}

Expected behavior

  1. Correctly handles negative numbers

I think the issue is here
I think it should be fixedPointValue.erase(0, 1);

You are definitely right.

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cryptochassis avatar cryptochassis commented on September 13, 2024

On this topic, have you explored using boost/multiprecision/cpp_dec_float.hpp. I understand the current implementation is nice and minimalist, but ultimately I find I need to do some computation on the prices/sizes and currently that means converting to floating point.

So the end user consumes the data via Event where the data are ultimately std::string. Once you have the data as std::string, your custom strategy code can use any library/code to convert those to float or cpp_dec_float or .... :) Does that sound good?

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