Classes
struct	Bbo
	Best bid and offer of a single book. More...

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

struct	DepthLevel
	Aggregated state of one price level, for L2 depth snapshots. More...

class	L3Book
	A single-symbol, order-level (L3) limit order book with allocation-light internals. More...

class	OrderIndex
	A flat, open-addressed hash map from order reference number to pool index, used for O(1) order lookup without per-order heap allocation. More...

struct	OrderView
	A single resting order, for L3 order-level snapshots. More...

Enumerations
enum class	Side : char { buy = 'B' , sell = 'S' }
	Which side of the book an order rests on. More...

Enumeration Type Documentation

◆ Side

enum class itch::book::Side : char

strong

Which side of the book an order rests on.

Enumerator
buy	A bid.
sell	An offer/ask.

Definition at line 26 of file l3_book.hpp.