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Allow the original parsing of bidPx and askPx into Integer

Description

Related to this, https://fix8engine.atlassian.net/browse/FX-288

It would be absolutely awesome if FIX8 could be told (in a constructor or otherwise) to parse bidPx and askPx received fields into integer types for consumption. So the idea is the user of FIX8 would tell FIX8, when reading data in this (session ?), parse bids and asks into integers, and this data has 5 decimal points of precision. So if it sees 1.24883, that would end up as as a field (tuple ?) <124883, 5> meaning that to convert back to a REAL type, you have to use five decimal points of precision.

This makes writing applications blazingly fast for HFT.

Environment

All

Status

Assignee

David Dight

Reporter

ivan figueredo

Labels

None

Branch

master

Products

Open Source

Time tracking

16h

Components

Fix versions

Affects versions

1.3.1

Priority

Major