fastmm::bt::RowAssembler Class Reference

Builds messages from a row stream. Provider is bool(Row&) returning false at end. More...

#include <fastmm/backtest/data_source.hpp>

Public Member Functions
	RowAssembler (VenueId venue=VenueId{0}) noexcept
template<class Provider >
const EventHeader *	next (Provider &&provide)
void	reset () noexcept

Detailed Description

Builds messages from a row stream. Provider is bool(Row&) returning false at end.

Constructor & Destructor Documentation

RowAssembler()

fastmm::bt::RowAssembler::RowAssembler ( VenueId  venue = VenueId{0} )

inlineexplicitnoexcept

Member Function Documentation

next()

template<class Provider >

const EventHeader * fastmm::bt::RowAssembler::next ( Provider &&  provide )

inline

Collect bids and asks of the same (ts, inst, seq, type) group.

< row_ stays buffered (have_row_ == true)

reset()

void fastmm::bt::RowAssembler::reset ( )

inlinenoexcept