fastmm::FeeRates Struct Reference

One maker/taker pair. 1 cbps == 0.01 bps == 1e-6 of the notional. More...

#include <fastmm/core/fees.hpp>

Public Member Functions
constexpr double	maker_bps () const noexcept
constexpr double	taker_bps () const noexcept
constexpr std::int64_t	cbps (Liquidity l) const noexcept
constexpr Notional	fee (Notional notional, Liquidity l) const noexcept
constexpr Notional	fee (Price px, Qty qty, Liquidity l) const noexcept
constexpr bool	operator== (const FeeRates &) const noexcept=default

Static Public Member Functions
static FeeRates	from_bps (double maker_bps, double taker_bps) noexcept
static constexpr std::int32_t	to_cbps (double bps) noexcept

Public Attributes
std::int32_t	maker_cbps = 0
	> 0 fee, < 0 rebate
std::int32_t	taker_cbps = 0

Detailed Description

One maker/taker pair. 1 cbps == 0.01 bps == 1e-6 of the notional.

Member Function Documentation

from_bps()

static FeeRates fastmm::FeeRates::from_bps ( double  maker_bps, double  taker_bps  )

inlinestaticnoexcept

to_cbps()

static constexpr std::int32_t fastmm::FeeRates::to_cbps ( double  bps )

inlinestaticconstexprnoexcept

maker_bps()

constexpr double fastmm::FeeRates::maker_bps ( ) const

inlineconstexprnoexcept

taker_bps()

constexpr double fastmm::FeeRates::taker_bps ( ) const

inlineconstexprnoexcept

cbps()

constexpr std::int64_t fastmm::FeeRates::cbps ( Liquidity  l ) const

inlineconstexprnoexcept

fee() [1/2]

constexpr Notional fastmm::FeeRates::fee ( Notional  notional, Liquidity  l  ) const

inlineconstexprnoexcept

fee() [2/2]

constexpr Notional fastmm::FeeRates::fee ( Price  px, Qty  qty, Liquidity  l  ) const

inlineconstexprnoexcept

operator==()

constexpr bool fastmm::FeeRates::operator== ( const FeeRates &  ) const

constexprdefaultnoexcept

Member Data Documentation

maker_cbps

std::int32_t fastmm::FeeRates::maker_cbps = 0

> 0 fee, < 0 rebate

taker_cbps

std::int32_t fastmm::FeeRates::taker_cbps = 0