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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Allocation-light, open-addressed hash map from order reference number to order-pool index. More...
#include <cstddef>#include <cstdint>#include <vector>
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Classes | |
| class | itch::book::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... | |
Namespaces | |
| namespace | itch |
| namespace | itch::book |
Allocation-light, open-addressed hash map from order reference number to order-pool index.
This header declares OrderIndex, the lookup structure L3Book uses to resolve an ITCH order reference number to its slot in the order pool in O(1) without the per-insert/per-erase heap allocations of std::unordered_map.
Definition in file order_index.hpp.