ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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b2bits Namespace Reference

Namespaces

namespace  nasdaq
 Namespace alias for SoupBinTCP protocol.
namespace  net
namespace  delegate_detail
namespace  constants

Classes

struct  Connection
class  MessageCacheT
class  Delegate
 Multi-signature delegate (callback) container. More...
struct  Event
 Generic synchronization event. More...
struct  HRClock
 High-resolution monotonic clock. More...
struct  cmp_traits
 Comparison traits for buy/sell sides. More...
struct  cmp_traits< 'B'>
 Comparison traits specialization for buy side ('B'). More...
struct  cmp_traits< 'S'>
 Comparison traits specialization for sell side ('S'). More...
struct  DefaultBookTraits
 Default traits for order book. More...
struct  LevelUpdateEvent
 Book level update event. More...
class  Aggregator
 Order book price level aggregator. More...

Typedefs

using UDPConnection = Connection<net::UDPSocket>
using AutoEvent = Event<true>
 Auto-reset event type alias.
using ManualEvent = Event<false>
 Manual-reset event type alias.

Class Documentation

◆ b2bits::Connection

struct b2bits::Connection
template<class Sock>
struct b2bits::Connection< Sock >

◆ b2bits::MessageCacheT

class b2bits::MessageCacheT
template<typename Traits>
class b2bits::MessageCacheT< Traits >

◆ b2bits::cmp_traits

struct b2bits::cmp_traits
template<char Side>
struct b2bits::cmp_traits< Side >

Comparison traits for buy/sell sides.

Primary template (undefined - must be specialized for specific sides).

Template Parameters
SideSide character ('B' for buy, 'S' for sell)

◆ b2bits::cmp_traits< 'B'>

struct b2bits::cmp_traits< 'B'>

Comparison traits specialization for buy side ('B').

For buy side, higher prices are better (bid side).

Class Members
typedef less< void > GreaterComparer std::less<void> Buy side: lower prices are "greater".
typedef greater< void > LessComparer std::greater<void> Buy side: higher prices are "less".

◆ b2bits::cmp_traits< 'S'>

struct b2bits::cmp_traits< 'S'>

Comparison traits specialization for sell side ('S').

For sell side, lower prices are better (ask/offer side).

Class Members
typedef greater< void > GreaterComparer std::greater<void> Sell side: higher prices are "greater".
typedef less< void > LessComparer std::less<void> Sell side: lower prices are "less".

Typedef Documentation

◆ AutoEvent

using b2bits::AutoEvent = Event<true>

Auto-reset event type alias.

An event that automatically resets to non-signaled state after waking one waiting thread. Ideal for:

  • Task queues (wake one worker per item)
  • One-shot notifications
  • Producer-consumer patterns with single consumers
See also
Event

◆ ManualEvent

using b2bits::ManualEvent = Event<false>

Manual-reset event type alias.

An event that remains signaled until explicitly reset, waking all waiting threads. Ideal for:

  • Shutdown signals (notify all workers)
  • State changes (broadcast to multiple listeners)
  • Barrier synchronization
See also
Event

◆ UDPConnection

using b2bits::UDPConnection = Connection<net::UDPSocket>