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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Concept describing a venue/protocol policy. More...
#include <venue.hpp>
Concept describing a venue/protocol policy.
ITCHCPP today implements NASDAQ TotalView-ITCH 5.0 concretely. This concept is the extension seam for adding ITCH-like venues and versions (NASDAQ BX/PSX, older ITCH 4.1, and other venue feeds) without rewriting the dispatch machinery: a policy names itself and enumerates its message-type registry, and the dispatch-table builder can be parameterized on it.
A conforming policy provides:
static constexpr std::string_view name() identifying the venue/version.static void for_each_message_type(Visitor&&) invoking visitor.template operator()<MsgType>(char) once per message type, the same shape as itch::detail::for_each_message_type.