Book Class Reference

Public Types
using	BookEntryId = Order::OrderId
using	BookEntries = std::unordered_map<BookEntryId, OrderPtr>
using	Id2crossOrderMap = std::unordered_map<BookEntryId, CrossOrderPtr>
using	OrdersList = std::vector<OrderPtr>

Public Member Functions
Order &	store (OrderPtr entry)
Order &	store (OrderPtr entry, BookEntryId id)
CrossOrder &	store (CrossOrderPtr entry)
OptionalRef< Order >	find (BookEntryId id)
OptionalRef< CrossOrder >	findCross (BookEntryId id)
OrdersList	getEntries (std::function< bool(const Order &)> predicate=[](const Order &){ return true;})

Detailed Description

Definition at line 34 of file Book.h.

Member Typedef Documentation

BookEntries

using BookEntries = std::unordered_map<BookEntryId, OrderPtr>

Definition at line 38 of file Book.h.

BookEntryId

using BookEntryId = Order::OrderId

Definition at line 37 of file Book.h.

Id2crossOrderMap

using Id2crossOrderMap = std::unordered_map<BookEntryId, CrossOrderPtr>

Definition at line 39 of file Book.h.

OrdersList

using OrdersList = std::vector<OrderPtr>

Returns collection of all the entries.

Definition at line 55 of file Book.h.

Member Function Documentation

find()

OptionalRef< Order > find

(

BookEntryId

id

)

Finds an instance of the entry by its identifier.

Definition at line 78 of file Book.cpp.

{
    const Guard guard(mutex_);
 
    const auto entry = entries_.find(id);
    return entry == entries_.end() ? OptionalRef<Order>{} : OptionalRef<Order>{entry->second};
}

findCross()

OptionalRef< CrossOrder > findCross

(

BookEntryId

id

)

Finds a cross order.

Definition at line 86 of file Book.cpp.

{
    const Guard guard(mutex_);
 
    const auto entry = crossOrders_.find(id);
    return entry == crossOrders_.end() ? OptionalRef<CrossOrder>{} : OptionalRef<CrossOrder>{entry->second};
}

getEntries()

Book::OrdersList getEntries

(

std::function< bool(const Order &)>

predicate = [](const Order&){ return true; }

)

Definition at line 65 of file Book.cpp.

{
    OrdersList list;
 
    const Guard guard(mutex_);
 
    for (const auto& entry : entries_)
        if(predicate(*entry.second))
            list.push_back(entry.second);
 
    return list;
}

store() [1/3]

CrossOrder & store

(

CrossOrderPtr

entry

)

Adds order cross entries to the book.

Definition at line 28 of file Book.cpp.

{
    const Guard guard(mutex_);
 
    store(entry->sellSideOrder_);
    store(entry->buySideOrder_);
 
    const auto res = crossOrders_.insert(std::make_pair(entry->id(), entry));
 
    if (!res.second)
        throw std::domain_error("Cross orders already has an entry registered under ID = '" + std::to_string(entry->id()) + "'.");
 
    return *res.first->second;
}

store() [2/3]

Order & store

(

OrderPtr

entry

)

Adds an entry to the book.

Definition at line 23 of file Book.cpp.

{
    return store(newEntry, newEntry->id());
}

store() [3/3]

Order & store	(	OrderPtr	entry,
		BookEntryId	id )

Definition at line 43 of file Book.cpp.

{
    assert(newEntry);
 
    const Guard guard(mutex_);
 
    const auto res = entries_.emplace(
        std::piecewise_construct,
        std::forward_as_tuple(id),
        std::forward_as_tuple(newEntry)
    );
 
    if (!res.second)
        throw std::domain_error("Book already has an entry registered under ID = '" + std::to_string(id) + "'.");
 
    auto& order = res.first->second;
 
    assert(id == order->id());
 
    return *order;
}