itch::overlay Namespace Reference

Namespaces
namespace	detail

Classes
class	AddOrderView
	Lazy view of an Add Order (A) message. More...
class	MessageView
	A zero-copy typed view over one raw ITCH frame. More...
class	NonCrossTradeView
	Lazy view of a Trade (P, non-cross) message. More...
class	OrderCancelView
	Lazy view of an Order Cancel (X) message. More...
class	OrderDeleteView
	Lazy view of an Order Delete (D) message. More...
class	OrderExecutedView
	Lazy view of an Order Executed (E) message. More...
class	OrderExecutedWithPriceView
	Lazy view of an Order Executed With Price (C) message. More...
class	OrderReplaceView
	Lazy view of an Order Replace (U) message. More...

Typedefs
using	ViewCallback = std::function< void(const MessageView &)>
	The signature for the overlay framing callback.

Functions
consteval auto	build_size_table () -> std::array< std::uint16_t, 256 >
	Builds the per-type expected wire-size table at compile time, mirroring the eager parser's so the overlay validates frame lengths identically.
auto	for_each_message (std::span< const std::byte > data, const ViewCallback &callback) -> std::uint64_t
	Frames a buffer and invokes callback with a zero-copy MessageView for each well-formed message.

Variables
constexpr auto	SIZE_TABLE = build_size_table()

Typedef Documentation

ViewCallback

using itch::overlay::ViewCallback = typedef std::function<void(const MessageView&)>

The signature for the overlay framing callback.

Definition at line 329 of file overlay.hpp.

Function Documentation

build_size_table()

consteval auto itch::overlay::build_size_table

(

)

-> std::array<std::uint16_t, 256>

Builds the per-type expected wire-size table at compile time, mirroring the eager parser's so the overlay validates frame lengths identically.

Returns

An array indexed by message-type byte, holding the expected wire size for each known message type (zero for unknown types).

Definition at line 336 of file overlay.hpp.

References itch::detail::for_each_message_type().

for_each_message()

auto itch::overlay::for_each_message ( std::span< const std::byte >  data, const ViewCallback &  callback  ) -> std::uint64_t

inline

Frames a buffer and invokes callback with a zero-copy MessageView for each well-formed message.

Framing and length validation match Parser: the 2-byte length prefix is honoured, unknown type bytes and undersized frames are skipped. Unlike the eager parser, no fields are decoded; the callback receives a view it can inspect lazily.

Parameters

data	The raw buffer containing one or more length-prefixed ITCH frames.
callback	Invoked with a MessageView for each well-formed frame found.

Returns

The number of views delivered to callback.

Definition at line 359 of file overlay.hpp.

References message_type, and SIZE_TABLE.

Variable Documentation

SIZE_TABLE

constexpr auto itch::overlay::SIZE_TABLE = build_size_table()

inlineconstexpr

Definition at line 346 of file overlay.hpp.

Referenced by for_each_message().