cppvalleyC++ · Systems · Low Latency · HFT
HFT Core Systems

HFT CORE SYSTEMS

Fixed-point money and quantity types

Lesson 54 of 96Phase 05: Low-latency C++
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The written objectives and hands-on lab are available now.

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Learning objectives

What you should understand

  1. Avoid floating-point ambiguity in price and quantity
  2. Encode scale, range and rounding in types
  3. Detect overflow and invalid arithmetic

Lab

Hands-on exercise

Implement typed price and quantity arithmetic with boundary tests.

Deliverable

Evidence of completion

A fixed-point library with wire conversions and invariant tests.

Prerequisite
EP 53

Phase 05

Low-latency C++

Full curriculum
45Object lifetime, storage, alignment, and aliasing46Value categories, moves, forwarding, and copy elision47Layout by access pattern, not packing48Allocation strategy: arenas, PMR, pools, and failure policy49Fixed-capacity text and identifiers50Static polymorphism, concepts, and devirtualization51Inlining, branch hints, LTO, PGO, and code layout52Exceptions, RTTI, noexcept, and error channels53Containers under latency constraints54Fixed-point money and quantity types55Safe, allocation-free binary parsing56Phase gate: allocation-free protocol core