[ENG-87] Implement price library #49
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Pull request overview
This PR implements a new price library for encoding and decoding fixed-point decimal prices using a mantissa-exponent representation within a 32-bit integer. The library provides validation, encoding/decoding capabilities, and utilities for converting between different decimal representations.
Key Changes
- Introduces a price encoding scheme using 27 bits for mantissa and 5 bits for biased exponent
- Implements validated mantissa with strict digit bounds (8 significant digits)
- Provides macros for checked arithmetic operations and power-of-10 calculations with biased exponents
Reviewed changes
Copilot reviewed 8 out of 9 changed files in this pull request and generated 7 comments.
Show a summary per file
| File | Description |
|---|---|
price/src/lib.rs |
Main library module defining constants, OrderInfo struct, and conversion logic with tests |
price/src/validated_mantissa.rs |
Wrapper type ensuring mantissa values are within valid 8-digit range |
price/src/macros.rs |
Utility macros for pow10 calculations and checked arithmetic operations |
price/src/error.rs |
Error enum for order information validation failures |
price/src/encoded_price.rs |
Encoding logic for packing mantissa and exponent into u32 |
price/src/decoded_price.rs |
Decoding logic for extracting mantissa and exponent from u32 |
price/Cargo.toml |
Package manifest with dependencies |
Cargo.toml |
Workspace update to include price crate |
Cargo.lock |
Lock file update for new price package |
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Pull request overview
Copilot reviewed 8 out of 9 changed files in this pull request and generated 17 comments.
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Update unit test name to max and max plus one base
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Pull request overview
Copilot reviewed 8 out of 9 changed files in this pull request and generated 5 comments.
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Pull request overview
Copilot reviewed 8 out of 9 changed files in this pull request and generated 11 comments.
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Second round of addressing review comments and changes
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Copilot reviewed 8 out of 12 changed files in this pull request and generated no new comments.
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Third round of addressing review comments and fixes!
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Pull request overview
Copilot reviewed 8 out of 12 changed files in this pull request and generated 1 comment.
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Fourth round of addressing review comments
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Description
This PR introduces the standalone price representation module used for Dropset’s order and matching logic.
The implementation provides a deterministic, overflow-safe encoding of prices using a mantissa + biased exponent scheme without the usage of intermediate u128 values when storing price order info.
Summary of Changes
price_mantissavalidation and bounds checking(price_mantissa, base_scalar_exponent, quote_exponent)into the packed integer price.u128overflow using checked operationsBIASof 16