FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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fastmm::BookView Concept Reference

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

Concept definition

template<class B>
concept fastmm::BookView = requires(const B& b, Side s, std::size_t i, Qty q, Price p) {
{ b.best_bid() } noexcept -> std::same_as<Level>;
{ b.best_ask() } noexcept -> std::same_as<Level>;
{ b.mid() } noexcept -> std::same_as<Price>;
{ b.spread() } noexcept -> std::same_as<Price>;
{ b.level(s, i) } noexcept -> std::same_as<Level>;
{ b.depth(s) } noexcept -> std::same_as<std::size_t>;
{ b.qty_at_or_better(s, p) } noexcept -> std::same_as<Qty>;
{ b.price_for_qty(s, q) } noexcept -> std::same_as<Price>;
{ b.is_valid() } noexcept -> std::same_as<bool>;
{ b.seq() } noexcept -> std::same_as<std::uint64_t>;
{ b.last_update() } noexcept -> std::same_as<Timestamp>;
{ b.template top<4>(s) } noexcept -> std::same_as<TopLevels<4>>;
}
Definition book_view.hpp:29
Side
Definition enums.hpp:12
Fixed< struct QtyTag > Qty
Definition fixed_point.hpp:333
Fixed< struct PriceTag > Price
Definition fixed_point.hpp:332