book_view.hpp File Reference

BookView: the read interface every book implementation (L2Book, L3Book::to_l2 view, sim book) exposes to strategies and risk. More...

#include "fastmm/core/enums.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/messages.hpp"
#include "fastmm/core/time.hpp"
#include <concepts>
#include <cstddef>
#include <cstdint>

Go to the source code of this file.

Classes
struct	fastmm::TopLevels< N >
	Fixed-size result of top<N>(). More...

Namespaces
namespace	fastmm

Concepts
concept	fastmm::BookView

Functions
constexpr bool	fastmm::at_or_better (Side s, Price p, Price q) noexcept
	true if p is at least as good as q from the point of view of side s.
constexpr bool	fastmm::better (Side s, Price p, Price q) noexcept

Detailed Description

BookView: the read interface every book implementation (L2Book, L3Book::to_l2 view, sim book) exposes to strategies and risk.

Level lives in messages.hpp because market-data messages carry it.