#include "itch/io/csv_sink.hpp"
#include <format>
#include <string>
#include <variant>
#include "itch/price.hpp"

Include dependency graph for csv_sink.cpp:

Namespaces
namespace	itch

namespace	itch::io

Variable Documentation

◆ message_type

char message_type {'\0'}

Definition at line 15 of file csv_sink.cpp.

Referenced by itch::overlay::for_each_message(), and itch::Parser::parse().

◆ timestamp

std::uint64_t timestamp {0}

Definition at line 16 of file csv_sink.cpp.

Referenced by itch::analytics::Twap::add().

◆ stock_locate

std::uint16_t stock_locate {0}

Definition at line 17 of file csv_sink.cpp.

Referenced by itch::book::BookManager::book(), and itch::book::BookManager::symbol_for_locate().

◆ tracking_number

std::uint16_t tracking_number {0}

Definition at line 18 of file csv_sink.cpp.

◆ symbol

std::string symbol

Definition at line 19 of file csv_sink.cpp.

Referenced by itch::book::BookManager::book_for_symbol(), and itch::book::BookManager::track_symbol().

◆ reference_number

std::string reference_number

Definition at line 20 of file csv_sink.cpp.

Referenced by itch::book::L3Book::add_order(), itch::book::L3Book::contains(), itch::book::L3Book::delete_order(), itch::book::L3Book::execute_order(), itch::book::L3Book::order_price(), itch::book::L3Book::order_side(), and itch::book::L3Book::reduce_order().

◆ side

char side {'\0'}

Definition at line 21 of file csv_sink.cpp.

Referenced by itch::book::L3Book::add_order(), itch::book::L3Book::depth(), itch::analytics::depth_at_level(), itch::book::L3Book::level_count(), itch::book::L3Book::orders_at(), itch::LimitOrderBook::print(), and itch::book::L3Book::replace_order().

◆ shares

std::string shares

Definition at line 22 of file csv_sink.cpp.

Referenced by itch::analytics::Vwap::add(), itch::book::L3Book::add_order(), itch::book::L3Book::execute_order(), itch::book::L3Book::reduce_order(), and itch::book::L3Book::replace_order().

◆ price

std::string price

Definition at line 23 of file csv_sink.cpp.

Referenced by itch::analytics::Vwap::add(), itch::analytics::Twap::add(), itch::book::L3Book::add_order(), std::formatter< itch::BasicPrice< RawType, Decimals > >::format(), itch::book::L3Book::orders_at(), and itch::book::L3Book::replace_order().

◆ match_number

std::string match_number

Definition at line 24 of file csv_sink.cpp.

◆ printable

char printable {'\0'}

Definition at line 25 of file csv_sink.cpp.

◆ extra

std::string extra

Definition at line 26 of file csv_sink.cpp.

Namespaces