fastmm::BookSyncer< Traits, Sink > Class Template Reference

#include <fastmm/core/book/book_syncer.hpp>

Public Member Functions
	BookSyncer (Sink &sink, std::size_t buffer_bytes=kDefaultBufferBytes)
SyncState	state () const noexcept
bool	synced () const noexcept
std::uint64_t	last_update_id () const noexcept
std::uint32_t	resync_count () const noexcept
std::size_t	buffered () const noexcept
void	start () noexcept
	Begin (or restart) synchronisation.
void	resync (SyncReason reason) noexcept
	Force a resync (e.g. crossed book beyond grace, or a disconnect).
void	on_delta (const BookDeltaMsg &d) noexcept
	Delta from the stream.
void	on_snapshot (const BookDeltaMsg &snap) noexcept
	Snapshot (REST response or in-stream snapshot). Replays the buffer.

Static Public Attributes
static constexpr std::size_t	kMaxBuffered = 4096
static constexpr std::size_t	kDefaultBufferBytes = 8U << 20

Constructor & Destructor Documentation

BookSyncer()

template<class Traits , class Sink >

fastmm::BookSyncer< Traits, Sink >::BookSyncer ( Sink &  sink, std::size_t  buffer_bytes = kDefaultBufferBytes  )

inlineexplicit

Member Function Documentation

state()

template<class Traits , class Sink >

SyncState fastmm::BookSyncer< Traits, Sink >::state ( ) const

inlinenoexcept

synced()

template<class Traits , class Sink >

bool fastmm::BookSyncer< Traits, Sink >::synced ( ) const

inlinenoexcept

last_update_id()

template<class Traits , class Sink >

std::uint64_t fastmm::BookSyncer< Traits, Sink >::last_update_id ( ) const

inlinenoexcept

resync_count()

template<class Traits , class Sink >

std::uint32_t fastmm::BookSyncer< Traits, Sink >::resync_count ( ) const

inlinenoexcept

buffered()

template<class Traits , class Sink >

std::size_t fastmm::BookSyncer< Traits, Sink >::buffered ( ) const

inlinenoexcept

start()

template<class Traits , class Sink >

void fastmm::BookSyncer< Traits, Sink >::start ( )

inlinenoexcept

Begin (or restart) synchronisation.

resync()

template<class Traits , class Sink >

void fastmm::BookSyncer< Traits, Sink >::resync ( SyncReason  reason )

inlinenoexcept

Force a resync (e.g. crossed book beyond grace, or a disconnect).

on_delta()

template<class Traits , class Sink >

void fastmm::BookSyncer< Traits, Sink >::on_delta ( const BookDeltaMsg &  d )

inlinenoexcept

Delta from the stream.

For venues whose stream carries snapshots (Bybit) a message flagged kSnapshot is routed to on_snapshot().

< not started / waiting for start()

No buffered delta was newer than the snapshot, so the first live one must be checked with the first-delta rule: it may overlap the snapshot (U <= L+1 <= u on Binance spot) rather than follow it exactly, and must not be mistaken for a gap.

stale duplicates are silently dropped

on_snapshot()

template<class Traits , class Sink >

void fastmm::BookSyncer< Traits, Sink >::on_snapshot ( const BookDeltaMsg &  snap )

inlinenoexcept

Snapshot (REST response or in-stream snapshot). Replays the buffer.

Find the first non-stale buffered delta; it must bracket L.

Buffered stream starts after the snapshot: the snapshot is too old. Keep buffering and ask again.

keep only the deltas we still need

The stream itself has a gap before d: d and what follows it start the next attempt.

< nothing newer than the snapshot was buffered

Member Data Documentation

kMaxBuffered

template<class Traits , class Sink >

constexpr std::size_t fastmm::BookSyncer< Traits, Sink >::kMaxBuffered = 4096

staticconstexpr

kDefaultBufferBytes

template<class Traits , class Sink >

constexpr std::size_t fastmm::BookSyncer< Traits, Sink >::kDefaultBufferBytes = 8U << 20

staticconstexpr