UInt64 seqnums to support Continous Markets #773
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Per the recommendation of the FIX Trading Community Continuous Markets Working Group, use UInt64 for seqnums to allow for non-stop sessions with no sequence reset.
Should make it slightly easier to change the underlying type in the future if we ever has to revisit this, or if someone encounters an issue with using ulong instead of int for seqnums.
h/t to grantb for pointing out that `global using` now exists, so we don't need to do a `using` per file to get typedef-like aliasing
|
h/t to @gbirchmeier for telling me that |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Fixes #760
Use UInt64 (ulong) for seqnems instead of Int32 (int) per the recommendation of the FIX Trading Community Continuous Markets Working Group. This allows for Sessions that never reset.