import gzip
from itchfeed import MessageParser

# Filter: Add orders, Executions, Non-cross Trades
parser = MessageParser(message_type=b"AEP")

with gzip.open("01302019.NASDAQ_ITCH50.gz", "rb") as f:
    for msg in parser.parse_file(f):
        print(msg.decode())

# AddOrderNoMPIAttributionMessage(
#   stock=b'AAPL', price=1823400, shares=200,
#   buy_sell_indicator=b'B', timestamp=...)
# [✓] 2,847,361 msgs · 3.42s

#include <fstream>
#include "itch/parser.hpp"

itch::Parser parser;
std::ifstream file("NASDAQ_ITCH50", std::ios::binary);

// Streaming callback,  zero-copy hot path
parser.parse(file, [](const itch::Message& msg) {
    std::visit([](const auto& m) {
        std::cout << m << '\n';
    }, msg);
});

// Or collect filtered message types only
file.seekg(0);
auto msgs = parser.parse(file, {'A', 'E'});
// → multi-GB/s · zero heap allocs in hot path

import sqlite3

conn = sqlite3.connect("economy.db")
cur  = conn.cursor()

cur.execute("""
    SELECT fm.time_period, fm.obs_value
    FROM   financial_market fm
    JOIN   countries c ON c.id = fm.country_id
    JOIN   measures  m ON m.id = fm.measure_id
    WHERE  m.description = 'Short-term interest rates'
      AND  c.code = 'USA'
    ORDER  BY fm.time_period
""")
# ('2022-Q1', 0.08), ('2022-Q2', 1.21),
# ('2022-Q3', 3.04), ('2023-Q1', 4.65) ...

include/     ← public headers · library contracts
src/         ← implementation + CMakeLists
tests/       ← Google Test · first-class citizens
benchmarks/  ← Google Benchmark · perf analysis
libs/        ← custom vcpkg overlay ports
cmake/       ← build helper scripts

# Configure & build (CMake Presets)
cmake --preset mingw   # or 'win' / 'cross'
cmake --build build

// Observer · event-driven price feed
struct PriceObserver {
    virtual void on_tick(double price) = 0;
};

class MarketFeed {            // Subject
    std::vector<PriceObserver*> subs_;
public:
    void subscribe(PriceObserver& o) { subs_.push_back(&o); }
    void publish(double price) {
        for (auto* o : subs_) o->on_tick(price);
    }
};
// ← RiskEngine, Logger, Strategy all notified
// [23 patterns] Creational · Structural · Behavioral