Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 123]

Nlob
CBookSnapshot	Top-of-book depth plus the counters a viewer needs for context
CBookSnapshotLevel	One aggregated price level as seen from outside the engine
CCancelOrder	Payload for removing an existing resting order
CExecution	Describes one match between an incoming and resting order
CMatchingEngine	Matches incoming orders against resting liquidity in an OrderBook
CNewOrder	Payload for accepting a new order
COrder	Represents a resting or incoming order and its lifecycle state
COrderBook	Owns resting limit orders and maintains their book indexes
COrderEvent	Type-safe event-first command for the matching engine
COrderId	Type-safe identifier for an order; zero is reserved as invalid
COrderIdGenerator	Generates monotonically increasing order identifiers
COrderIndex	Open-addressed OrderId -> Order* index with average O(1) lookup
COrderPool	Provides stable, pooled storage for Order objects
CPage
CPrice	Type-safe nonzero price value used for price ordering
CPriceLadder	Fixed-range, tick-indexed array of PriceLevel slots for one side of a book
CPriceLevel	Maintains FIFO resting orders at one price
CQuantity	Type-safe unsigned order quantity; zero represents a filled state
CReduceOrder	Payload for shrinking a resting order without losing priority
CSequenceNumber	Monotonic engine sequence used for deterministic processing order
CSequenceNumberGenerator	Generates process-wide monotonic sequence numbers
CSpscEventQueue	Wait-free single-producer/single-consumer queue of OrderEvent
CTimestamp	Nanoseconds since the Unix epoch; zero is reserved as invalid
Nstd
Chash< lob::OrderId >