FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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book Directory Reference

Files

 book_syncer.hpp
 BookSyncer: venue-agnostic snapshot/delta synchronisation FSM (5.4), instantiated per instrument on the net thread.
 
 book_view.hpp
 BookView: the read interface every book implementation (L2Book, L3Book::to_l2 view, sim book) exposes to strategies and risk.
 
 l2_book.hpp
 L2Book<kMaxDepth>: price-aggregated book for crypto feeds (5.4).