ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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order_index.hpp File Reference

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
 

Detailed Description

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.

Author
Bertin Balouki SIMYELI

Definition in file order_index.hpp.