File List

Here is a list of all documented files with brief descriptions:

[detail level 1234]

include
lob
book
order_book.hpp
order_book_snapshot.hpp	Point-in-time view of book state for consumers outside the engine
order_pool.hpp
price_ladder.hpp
price_level.hpp
concurrency
spsc_event_queue.hpp
index
order_index.hpp
market
market_data.hpp
matching
execution.hpp
matching_engine.hpp
sequence_number_generator.hpp
order
order.hpp
order_event.hpp	Defines event-first order command payloads and dispatch types
order_side.hpp
order_type.hpp
types
order_id.hpp
order_id_generator.hpp
price.hpp
quantity.hpp
sequence_number.hpp
timestamp.hpp
types.cpp
util
intrusive_list.hpp
random.hpp
timer.hpp
src
book
order_book.cpp
order_pool.cpp
price_ladder.cpp
price_level.cpp
index
order_index.cpp
market
market_data.cpp
matching
execution.cpp
matching_engine.cpp	Implements event dispatch and price/time matching behavior
sequence_number_generator.cpp
order
order.cpp
order_event.cpp	Implements type-safe NEW, CANCEL, and REDUCE event payload access
order_id_generator.cpp