order_book_snapshot.hpp File Reference

Point-in-time view of book state for consumers outside the engine. More...

#include "lob/types/price.hpp"
#include "lob/types/quantity.hpp"
#include <cstddef>
#include <cstdint>
#include <vector>

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Classes
struct	lob::BookSnapshotLevel
	One aggregated price level as seen from outside the engine. More...
struct	lob::BookSnapshot
	Top-of-book depth plus the counters a viewer needs for context. More...

Detailed Description

Point-in-time view of book state for consumers outside the engine.

This is the single data model shared by every out-of-engine consumer: the offline recorder that writes a replay to disk, and (later) a live server publishing to a browser. Both produce the same fields, so a visualization written against a recorded file works unchanged against a live feed.

The engine never produces one of these on its own. A caller captures a snapshot between events, never inside MatchingEngine::processEvent(), so nothing here can appear on the matching hot path. See ARCH_DECISIONS.md ADR-010 for the measurement proving that separation holds.

Definition in file order_book_snapshot.hpp.