adding quickfix library
This commit is contained in:
35
quickfix/fix_udecimal.go
Normal file
35
quickfix/fix_udecimal.go
Normal file
@ -0,0 +1,35 @@
|
||||
// Copyright (c) quickfixengine.org All rights reserved.
|
||||
//
|
||||
// This file may be distributed under the terms of the quickfixengine.org
|
||||
// license as defined by quickfixengine.org and appearing in the file
|
||||
// LICENSE included in the packaging of this file.
|
||||
//
|
||||
// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
|
||||
// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
|
||||
// PARTICULAR PURPOSE.
|
||||
//
|
||||
// See http://www.quickfixengine.org/LICENSE for licensing information.
|
||||
//
|
||||
// Contact ask@quickfixengine.org if any conditions of this licensing
|
||||
// are not clear to you.
|
||||
|
||||
package quickfix
|
||||
|
||||
import "github.com/quagmt/udecimal"
|
||||
|
||||
// FIXUDecimal is a FIX Float Value that implements an arbitrary precision fixed-point udecimal. Implements FieldValue.
|
||||
type FIXUDecimal struct {
|
||||
udecimal.Decimal
|
||||
|
||||
// Scale is the number of digits after the decimal point when Writing the field value as a FIX value.
|
||||
Scale uint8
|
||||
}
|
||||
|
||||
func (d FIXUDecimal) Write() []byte {
|
||||
return []byte(d.Decimal.Trunc(d.Scale).StringFixed(d.Scale))
|
||||
}
|
||||
|
||||
func (d *FIXUDecimal) Read(bytes []byte) (err error) {
|
||||
d.Decimal, err = udecimal.Parse(string(bytes))
|
||||
return
|
||||
}
|
||||
Reference in New Issue
Block a user