overlay.hpp File Reference

Zero-copy typed views over raw ITCH message frames. More...

#include <array>
#include <cstddef>
#include <cstdint>
#include <cstring>
#include <functional>
#include <span>
#include <string_view>
#include "itch/detail/wire.hpp"
#include "itch/parser.hpp"

Include dependency graph for overlay.hpp:

Go to the source code of this file.

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

Namespaces
namespace	itch
namespace	itch::overlay
namespace	itch::overlay::detail

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

Functions
template<typename FieldType >
auto	itch::overlay::detail::read_field (const std::byte *base, std::size_t offset) noexcept -> FieldType
	Reads an integral field of width sizeof(T) at offset, converting from network (big-endian) order on access.
auto	itch::overlay::detail::read_timestamp (const std::byte *base, std::size_t offset) noexcept -> std::uint64_t
	Reads the 48-bit ITCH timestamp at offset into a 64-bit value.
auto	itch::overlay::detail::read_stock (const std::byte *base, std::size_t offset) noexcept -> std::string_view
	Views an 8-byte fixed-width stock field as a string_view (untrimmed).
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.
auto	itch::overlay::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 std::size_t	itch::overlay::detail::STOCK_LOCATE_OFFSET = 1
constexpr std::size_t	itch::overlay::detail::TRACKING_NUMBER_OFFSET = 3
constexpr std::size_t	itch::overlay::detail::TIMESTAMP_OFFSET = 5
constexpr auto	itch::overlay::SIZE_TABLE = build_size_table()

Detailed Description

Zero-copy typed views over raw ITCH message frames.

Provides MessageView and a family of per-message-type *View subclasses that read fields lazily, converting each field from network byte order on access rather than eagerly decoding into a host-order struct. This contrasts with the eager Parser in parser.hpp, which decodes every field up front.

Author

Bertin Balouki SIMYELI

Definition in file overlay.hpp.