book_manager.hpp File Reference

Full-market order book manager that fans out ITCH messages to per-symbol L3Book instances. More...

#include <cstdint>
#include <functional>
#include <memory>
#include <string>
#include <string_view>
#include <unordered_set>
#include <vector>
#include "itch/book/l3_book.hpp"
#include "itch/messages.hpp"
#include "itch/tape.hpp"

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Classes
class	itch::book::BookManager
	Maintains a full-market set of order books from a single pass over the feed. More...

Namespaces
namespace	itch
namespace	itch::book

Detailed Description

Full-market order book manager that fans out ITCH messages to per-symbol L3Book instances.

This header declares BookManager, which owns a locate-indexed table of L3Books, routes each parsed ITCH message to the right book, optionally restricts work to a configured symbol universe, and emits best-bid/offer and trade events as they occur.

Author

Bertin Balouki SIMYELI

Definition in file book_manager.hpp.