Class List

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

Norder_book
CAddOrder	B or S: add a resting order
CBbo	Best bid and offer; an empty side has no level
CBookLevels
CDecreaseOrder	C: decrease the order to shares; no effect unless smaller, removes the order at 0
CDeleteOrder	D: delete the order
CExecuteOrder	E: execute shares of the order, clamped to what remains; removes the order at 0
CFillOrder	F: fill, and so remove, the order
CItchError	Why decode_itch() rejected a message
CItchMarket
CItchMessage
CItchPeek	The stock locate and order reference number of a message, as peek_itch() reads them
CLevel	Price and total resting quantity of one level
CLevelEntry
CLevelPool
CAdded	The level an add went to, and whether it changed its book's best bid or offer
CLevelRecord	The orders resting at one price: their total, their count, and the book and side they are in
CMessage	One feed line. ticker and order view the parsed line and dangle once it goes away
CNoOp	T or X: a trade that does not touch the book
COrderBook
CStringHash	Hash that lets string-keyed unordered containers look up a std::string_view without a copy