Multi-symbol OrderBook Manager. More...

#include <orderbook_manager.hpp>

Collaboration diagram for slick::orderbook::OrderBookManager< OrderBookT >:

Public Types
using	OrderBookPtr = std::shared_ptr< OrderBookT >

using	SymbolMap = detail::FlatMap< SymbolId, OrderBookPtr >

Public Member Functions
	OrderBookManager (std::size_t initial_symbol_capacity=64)
	Constructor.

	~OrderBookManager ()=default
	Destructor.

	OrderBookManager (const OrderBookManager &)=delete

OrderBookManager &	operator= (const OrderBookManager &)=delete

	OrderBookManager (OrderBookManager &&other) noexcept

OrderBookManager &	operator= (OrderBookManager &&other) noexcept

OrderBookT *	getOrCreateOrderBook (SymbolId symbol)
	Get existing orderbook or create new one if it doesn't exist Thread-safe: Uses shared_mutex for symbol map access Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

const OrderBookT *	getOrderBook (SymbolId symbol) const
	Get existing orderbook (read-only access) Thread-safe: Uses shared lock for read-only access Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

OrderBookT *	getOrderBook (SymbolId symbol)
	Get existing orderbook (mutable access) Thread-safe: Uses shared lock for read-only access to map Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

std::shared_ptr< OrderBookT >	getOrCreateSharedOrderBook (SymbolId symbol)
	Get existing orderbook or create new one, as a retaining handle Thread-safe; the orderbook stays alive while the handle is held, even if removeOrderBook()/clear() runs concurrently.

std::shared_ptr< OrderBookT >	getSharedOrderBook (SymbolId symbol) const
	Get existing orderbook as a retaining handle Thread-safe; the orderbook stays alive while the handle is held, even if removeOrderBook()/clear() runs concurrently.

bool	hasSymbol (SymbolId symbol) const
	Check if symbol exists in manager Thread-safe: Uses shared lock.

bool	removeOrderBook (SymbolId symbol)
	Remove orderbook for a symbol Thread-safe: Uses exclusive lock.

std::vector< SymbolId >	getSymbols () const
	Get all active symbol IDs Thread-safe: Uses shared lock.

std::size_t	symbolCount () const
	Get number of active symbols Thread-safe: Uses shared lock.

void	clear ()
	Clear all orderbooks Thread-safe: Uses exclusive lock.

void	reserve (std::size_t capacity)
	Reserve capacity for expected number of symbols Not thread-safe: Should be called before concurrent access begins.

Detailed Description

template<typename OrderBookT>
class slick::orderbook::OrderBookManager< OrderBookT >

Multi-symbol OrderBook Manager.

Manages multiple orderbook instances (L2 or L3) across different symbols. Thread-safe for concurrent access to different symbols.

Features:

Thread-safe symbol registry using shared_mutex
Per-symbol orderbook isolation (no cross-symbol locking)
Automatic orderbook creation on first access
Efficient symbol lookup via flat_map
Support for both L2 and L3 orderbooks via template

Thread Safety:

Multiple threads can simultaneously access different symbols (lock-free)
Symbol map protected by shared_mutex (read-write lock)
Each orderbook follows single-writer-per-symbol model

Orderbook Lifetime:

Raw pointers returned by getOrCreateOrderBook()/getOrderBook() are NOT retained by the manager lock. They are invalidated by removeOrderBook()/clear() for that symbol. Only use them when no thread can remove the symbol while the pointer is in use (e.g. symbols are removed only after all feed threads have stopped).
If symbols may be removed concurrently, use getOrCreateSharedOrderBook()/getSharedOrderBook(): the returned shared_ptr keeps the orderbook alive after removal from the manager.

Template Parameter:

Template Parameters

OrderBookT Either OrderBookL2 or OrderBookL3

Usage:

// L2 Manager
OrderBookManager<OrderBookL2> l2_manager;
auto* book = l2_manager.getOrCreateOrderBook(symbol_id);
book->updateLevel(Side::Buy, 10000, 100, timestamp);
 
// L3 Manager
OrderBookManager<OrderBookL3> l3_manager;
auto* book = l3_manager.getOrCreateOrderBook(symbol_id);
book->addOrder(order_id, Side::Buy, 10000, 100, timestamp);

Definition at line 61 of file orderbook_manager.hpp.

Member Typedef Documentation

◆ OrderBookPtr

template<typename OrderBookT >

using slick::orderbook::OrderBookManager< OrderBookT >::OrderBookPtr = std::shared_ptr<OrderBookT>

Definition at line 63 of file orderbook_manager.hpp.

◆ SymbolMap

template<typename OrderBookT >

using slick::orderbook::OrderBookManager< OrderBookT >::SymbolMap = detail::FlatMap<SymbolId, OrderBookPtr>

Definition at line 64 of file orderbook_manager.hpp.

Constructor & Destructor Documentation

◆ OrderBookManager() [1/3]

template<typename OrderBookT >

slick::orderbook::OrderBookManager< OrderBookT >::OrderBookManager ( std::size_t initial_symbol_capacity = 64 )

explicit

Constructor.

Parameters

initial_symbol_capacity Initial capacity for symbol map

Definition at line 9 of file orderbook_manager_impl.hpp.

◆ ~OrderBookManager()

template<typename OrderBookT >

slick::orderbook::OrderBookManager< OrderBookT >::~OrderBookManager ( )

default

Destructor.

◆ OrderBookManager() [2/3]

template<typename OrderBookT >

slick::orderbook::OrderBookManager< OrderBookT >::OrderBookManager ( const OrderBookManager< OrderBookT > & )

delete

◆ OrderBookManager() [3/3]

template<typename OrderBookT >

slick::orderbook::OrderBookManager< OrderBookT >::OrderBookManager ( OrderBookManager< OrderBookT > && other )

noexcept

Definition at line 20 of file orderbook_manager_impl.hpp.

Member Function Documentation

◆ clear()

template<typename OrderBookT >

void slick::orderbook::OrderBookManager< OrderBookT >::clear ( )

Clear all orderbooks Thread-safe: Uses exclusive lock.

Definition at line 127 of file orderbook_manager_impl.hpp.

◆ getOrCreateOrderBook()

template<typename OrderBookT >

OrderBookT * slick::orderbook::OrderBookManager< OrderBookT >::getOrCreateOrderBook ( SymbolId symbol )

Get existing orderbook or create new one if it doesn't exist Thread-safe: Uses shared_mutex for symbol map access Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

Parameters

symbol Symbol identifier

Returns: Pointer to orderbook (never null)

Definition at line 71 of file orderbook_manager_impl.hpp.

◆ getOrCreateSharedOrderBook()

template<typename OrderBookT >

std::shared_ptr< OrderBookT > slick::orderbook::OrderBookManager< OrderBookT >::getOrCreateSharedOrderBook ( SymbolId symbol )

Get existing orderbook or create new one, as a retaining handle Thread-safe; the orderbook stays alive while the handle is held, even if removeOrderBook()/clear() runs concurrently.

Parameters

symbol Symbol identifier

Returns: Shared pointer to orderbook (never null)

Definition at line 76 of file orderbook_manager_impl.hpp.

◆ getOrderBook() [1/2]

template<typename OrderBookT >

OrderBookT * slick::orderbook::OrderBookManager< OrderBookT >::getOrderBook ( SymbolId symbol )

Get existing orderbook (mutable access) Thread-safe: Uses shared lock for read-only access to map Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

Parameters

symbol Symbol identifier

Returns: Pointer to orderbook, or nullptr if symbol doesn't exist

Definition at line 86 of file orderbook_manager_impl.hpp.

◆ getOrderBook() [2/2]

template<typename OrderBookT >

const OrderBookT * slick::orderbook::OrderBookManager< OrderBookT >::getOrderBook ( SymbolId symbol ) const

Get existing orderbook (read-only access) Thread-safe: Uses shared lock for read-only access Lifetime: pointer is invalidated by removeOrderBook(symbol)/clear() (see class docs)

Parameters

symbol Symbol identifier

Returns: Pointer to orderbook, or nullptr if symbol doesn't exist

Definition at line 81 of file orderbook_manager_impl.hpp.

◆ getSharedOrderBook()

template<typename OrderBookT >

std::shared_ptr< OrderBookT > slick::orderbook::OrderBookManager< OrderBookT >::getSharedOrderBook ( SymbolId symbol ) const

Get existing orderbook as a retaining handle Thread-safe; the orderbook stays alive while the handle is held, even if removeOrderBook()/clear() runs concurrently.

Parameters

symbol Symbol identifier

Returns: Shared pointer to orderbook, or nullptr if symbol doesn't exist

Definition at line 91 of file orderbook_manager_impl.hpp.

◆ getSymbols()

template<typename OrderBookT >

std::vector< SymbolId > slick::orderbook::OrderBookManager< OrderBookT >::getSymbols ( ) const

Get all active symbol IDs Thread-safe: Uses shared lock.

Returns: Vector of symbol IDs (copy for thread safety)

Definition at line 108 of file orderbook_manager_impl.hpp.

◆ hasSymbol()

template<typename OrderBookT >

bool slick::orderbook::OrderBookManager< OrderBookT >::hasSymbol ( SymbolId symbol ) const

Check if symbol exists in manager Thread-safe: Uses shared lock.

Parameters

symbol Symbol identifier

Returns: true if orderbook exists for this symbol

Definition at line 96 of file orderbook_manager_impl.hpp.

◆ operator=() [1/2]

template<typename OrderBookT >

OrderBookManager & slick::orderbook::OrderBookManager< OrderBookT >::operator= ( const OrderBookManager< OrderBookT > & )

delete

◆ operator=() [2/2]

template<typename OrderBookT >

OrderBookManager< OrderBookT > & slick::orderbook::OrderBookManager< OrderBookT >::operator= ( OrderBookManager< OrderBookT > && other )

noexcept

Definition at line 27 of file orderbook_manager_impl.hpp.

◆ removeOrderBook()

template<typename OrderBookT >

bool slick::orderbook::OrderBookManager< OrderBookT >::removeOrderBook ( SymbolId symbol )

Remove orderbook for a symbol Thread-safe: Uses exclusive lock.

Parameters

symbol Symbol identifier

Returns: true if symbol was found and removed

Definition at line 102 of file orderbook_manager_impl.hpp.

◆ reserve()

template<typename OrderBookT >

void slick::orderbook::OrderBookManager< OrderBookT >::reserve ( std::size_t capacity )

Reserve capacity for expected number of symbols Not thread-safe: Should be called before concurrent access begins.

Parameters

capacity Expected number of symbols

Definition at line 133 of file orderbook_manager_impl.hpp.

◆ symbolCount()

template<typename OrderBookT >

std::size_t slick::orderbook::OrderBookManager< OrderBookT >::symbolCount ( ) const

Get number of active symbols Thread-safe: Uses shared lock.

Returns: Number of orderbooks being managed

Definition at line 121 of file orderbook_manager_impl.hpp.

The documentation for this class was generated from the following files:

slick/orderbook/orderbook_manager.hpp
slick/orderbook/detail/impl/orderbook_manager_impl.hpp

Public Types

Public Member Functions

Detailed Description

Member Typedef Documentation

◆ OrderBookPtr

◆ SymbolMap

Constructor & Destructor Documentation

◆ OrderBookManager() [1/3]

◆ ~OrderBookManager()

◆ OrderBookManager() [2/3]

◆ OrderBookManager() [3/3]

Member Function Documentation

◆ clear()

◆ getOrCreateOrderBook()

◆ getOrCreateSharedOrderBook()

◆ getOrderBook() [1/2]

◆ getOrderBook() [2/2]

◆ getSharedOrderBook()

◆ getSymbols()

◆ hasSymbol()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ removeOrderBook()

◆ reserve()

◆ symbolCount()