order_book 0.3.0
Exchange feed order book that prints the best bid and offer
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replay.hpp
1#pragma once
2
3#include <cstddef>
4#include <cstdint>
5#include <istream>
6#include <ostream>
7
8namespace order_book {
9
11enum class Format : std::uint8_t {
12 Csv,
13 Itch,
14};
15
33std::size_t replay(std::istream& in, std::ostream& out);
34
40std::size_t replay(std::istream& in, std::ostream& out, std::size_t threads);
41
43std::size_t default_threads();
44
48std::size_t replay(std::istream& in, std::ostream& out, Format format);
49
57std::size_t replay(std::istream& in, std::ostream& out, Format format, std::size_t threads);
58
59} // namespace order_book