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FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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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). | |