replay.hpp File Reference

A timestamp-paced replay engine for previously captured ITCH streams. More...

#include <cstdint>
#include <span>
#include "itch/parser.hpp"

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Classes
class	itch::ReplayEngine
	Replays a parsed ITCH stream paced by message timestamps. More...

Namespaces
namespace	itch

Detailed Description

A timestamp-paced replay engine for previously captured ITCH streams.

Wraps the Parser so a consumer can play back a buffer at (a multiple of) its original wall-clock cadence rather than as fast as the CPU can parse it, which is useful for realistic backtesting and system simulation.

Author

Bertin Balouki SIMYELI

Definition in file replay.hpp.