order_book
0.3.0
Exchange feed order book that prints the best bid and offer
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replay.hpp
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#pragma once
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#include <cstddef>
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#include <cstdint>
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#include <istream>
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#include <ostream>
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namespace
order_book {
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enum class
Format : std::uint8_t {
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Csv,
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Itch,
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};
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std::size_t replay(std::istream& in, std::ostream& out);
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std::size_t replay(std::istream& in, std::ostream& out, std::size_t threads);
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std::size_t default_threads();
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std::size_t replay(std::istream& in, std::ostream& out, Format format);
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std::size_t replay(std::istream& in, std::ostream& out, Format format, std::size_t threads);
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}
// namespace order_book
include
order_book
replay.hpp
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