fastmm::BookDeltaMsg Struct Reference

Bids then asks follow the fixed part as a flexible array of Level (bid_count + ask_count). More...

#include <fastmm/core/messages.hpp>

Public Member Functions
Level *	levels () noexcept
const Level *	levels () const noexcept
std::span< const Level >	bids () const noexcept
std::span< const Level >	asks () const noexcept
std::span< Level >	bids () noexcept
std::span< Level >	asks () noexcept
bool	is_snapshot () const noexcept

Static Public Member Functions
static constexpr std::uint32_t	size_for (std::uint32_t bids, std::uint32_t asks) noexcept

Public Attributes
EventHeader	hdr
std::uint32_t	bid_count
std::uint32_t	ask_count
std::uint64_t	first_update_id
	Binance U.
std::uint64_t	last_update_id
	Binance u / Bybit u.
std::uint64_t	prev_update_id
	Binance futures pu (0 if n/a)

Detailed Description

Bids then asks follow the fixed part as a flexible array of Level (bid_count + ask_count).

Used both for deltas (qty == 0 means delete) and full snapshots (flag kSnapshot).

Never construct a BookDeltaMsg by value, not even with zero levels. The fixed part is 96 bytes but hdr.len is rounded to the 64-byte message granule, so size_for(0, 0) == 128. Everything that forwards a message copies hdr.len bytes (MsgRing, journal, BookSyncer), so a stack or member BookDeltaMsg is read 32 bytes past its end. Build it in place instead: alignas(64) std::byte buf[BookDeltaMsg::size_for(bids, asks)]; or ring.try_reserve(len)

Member Function Documentation

size_for()

static constexpr std::uint32_t fastmm::BookDeltaMsg::size_for ( std::uint32_t  bids, std::uint32_t  asks  )

inlinestaticconstexprnoexcept

levels() [1/2]

Level * fastmm::BookDeltaMsg::levels ( )

inlinenoexcept

levels() [2/2]

const Level * fastmm::BookDeltaMsg::levels ( ) const

inlinenoexcept

bids() [1/2]

std::span< const Level > fastmm::BookDeltaMsg::bids ( ) const

inlinenoexcept

asks() [1/2]

std::span< const Level > fastmm::BookDeltaMsg::asks ( ) const

inlinenoexcept

bids() [2/2]

std::span< Level > fastmm::BookDeltaMsg::bids ( )

inlinenoexcept

asks() [2/2]

std::span< Level > fastmm::BookDeltaMsg::asks ( )

inlinenoexcept

is_snapshot()

bool fastmm::BookDeltaMsg::is_snapshot ( ) const

inlinenoexcept

Member Data Documentation

hdr

EventHeader fastmm::BookDeltaMsg::hdr

bid_count

std::uint32_t fastmm::BookDeltaMsg::bid_count

ask_count

std::uint32_t fastmm::BookDeltaMsg::ask_count

first_update_id

std::uint64_t fastmm::BookDeltaMsg::first_update_id

Binance U.

last_update_id

std::uint64_t fastmm::BookDeltaMsg::last_update_id

Binance u / Bybit u.

prev_update_id

std::uint64_t fastmm::BookDeltaMsg::prev_update_id

Binance futures pu (0 if n/a)