Intrusive doubly-linked list for zero-allocation order management. More...

#include <intrusive_list.hpp>

Inheritance diagram for slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >:

Collaboration diagram for slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >:

Classes
class	ConstIterator
	Const iterator. More...

class	ConstReverseIterator
	Const reverse iterator. More...

class	Iterator
	Forward iterator for intrusive list We store a pointer to the list's tail to handle decrement from end() More...

class	ReverseIterator
	Reverse iterator for intrusive list Cannot use std::reverse_iterator because end() (nullptr) cannot be decremented We store a pointer to the list's head to handle decrement from rend() More...

Public Types
using	value_type = T

using	pointer = T *

using	const_pointer = const T *

using	reference = T &

using	const_reference = const T &

using	size_type = std::size_t

using	iterator = Iterator

using	const_iterator = ConstIterator

using	reverse_iterator = ReverseIterator

using	const_reverse_iterator = ConstReverseIterator

Public Member Functions
constexpr	IntrusiveList () noexcept
	Constructor.

	~IntrusiveList () noexcept=default
	Destructor - does not delete elements (intrusive design)

	IntrusiveList (const IntrusiveList &)=delete

IntrusiveList &	operator= (const IntrusiveList &)=delete

constexpr	IntrusiveList (IntrusiveList &&other) noexcept

constexpr IntrusiveList &	operator= (IntrusiveList &&other) noexcept

constexpr bool	empty () const noexcept
	Check if list is empty.

constexpr size_type	size () const noexcept
	Get number of elements.

constexpr pointer	front () noexcept
	Get front element.

constexpr const_pointer	front () const noexcept

constexpr pointer	back () noexcept
	Get back element.

constexpr const_pointer	back () const noexcept

constexpr void	push_front (T *node) noexcept
	Add element to front (newest order, used for LIFO if needed)

constexpr void	push_back (T *node) noexcept
	Add element to back (oldest order, FIFO time priority)

constexpr pointer	pop_front () noexcept
	Remove front element.

constexpr pointer	pop_back () noexcept
	Remove back element.

constexpr void	erase (T *node) noexcept
	Remove specific element from list O(1) operation - no search required.

constexpr void	insert_before (T pos, T node) noexcept
	Insert element before given position O(1) operation.

constexpr void	insert_after (T pos, T node) noexcept
	Insert element after given position O(1) operation.

constexpr void	clear () noexcept
	Clear list (does not delete elements)

constexpr iterator	begin () noexcept
	Iterators.

constexpr const_iterator	begin () const noexcept

constexpr const_iterator	cbegin () const noexcept

constexpr iterator	end () noexcept

constexpr const_iterator	end () const noexcept

constexpr const_iterator	cend () const noexcept

constexpr reverse_iterator	rbegin () noexcept
	Reverse iterators.

constexpr const_reverse_iterator	rbegin () const noexcept

constexpr const_reverse_iterator	crbegin () const noexcept

constexpr reverse_iterator	rend () noexcept

constexpr const_reverse_iterator	rend () const noexcept

constexpr const_reverse_iterator	crend () const noexcept

Detailed Description

template<typename T, T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>
class slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >

Intrusive doubly-linked list for zero-allocation order management.

This list requires elements to have next and prev pointer members. Benefits:

Zero allocations for list operations (O(1) insert/remove)
Cache-friendly iteration (elements control their own layout)
Elements can only be in one list at a time (intrusive design)

Usage:

struct Order {
    Order* next = nullptr;
    Order* prev = nullptr;
    // ... other fields
};
 
IntrusiveList<Order> orders;
orders.push_back(&my_order);

Template Parameters

T	Element type (must have next/prev pointers)
NextPtr	Pointer-to-member for next pointer
PrevPtr	Pointer-to-member for prev pointer

Definition at line 39 of file intrusive_list.hpp.

Member Typedef Documentation

◆ const_iterator

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::const_iterator = ConstIterator

Definition at line 300 of file intrusive_list.hpp.

◆ const_pointer

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::const_pointer = const T*

Definition at line 43 of file intrusive_list.hpp.

◆ const_reference

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::const_reference = const T&

Definition at line 45 of file intrusive_list.hpp.

◆ const_reverse_iterator

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::const_reverse_iterator = ConstReverseIterator

Definition at line 302 of file intrusive_list.hpp.

◆ iterator

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::iterator = Iterator

Definition at line 299 of file intrusive_list.hpp.

◆ pointer

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::pointer = T*

Definition at line 42 of file intrusive_list.hpp.

◆ reference

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::reference = T&

Definition at line 44 of file intrusive_list.hpp.

◆ reverse_iterator

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::reverse_iterator = ReverseIterator

Definition at line 301 of file intrusive_list.hpp.

◆ size_type

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::size_type = std::size_t

Definition at line 46 of file intrusive_list.hpp.

◆ value_type

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

using slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::value_type = T

Definition at line 41 of file intrusive_list.hpp.

Constructor & Destructor Documentation

◆ IntrusiveList() [1/3]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::IntrusiveList ( )

inlineconstexprnoexcept

Constructor.

Definition at line 305 of file intrusive_list.hpp.

◆ ~IntrusiveList()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::~IntrusiveList ( )

defaultnoexcept

Destructor - does not delete elements (intrusive design)

◆ IntrusiveList() [2/3]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::IntrusiveList ( const IntrusiveList< T, NextPtr, PrevPtr > & )

delete

◆ IntrusiveList() [3/3]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::IntrusiveList ( IntrusiveList< T, NextPtr, PrevPtr > && other )

inlineconstexprnoexcept

Definition at line 315 of file intrusive_list.hpp.

Member Function Documentation

◆ back() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::back ( ) const

inlineconstexprnoexcept

Definition at line 358 of file intrusive_list.hpp.

◆ back() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::back ( )

inlineconstexprnoexcept

Get back element.

Definition at line 354 of file intrusive_list.hpp.

◆ begin() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::begin ( ) const

inlineconstexprnoexcept

Definition at line 536 of file intrusive_list.hpp.

◆ begin() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::begin ( )

inlineconstexprnoexcept

Iterators.

Definition at line 532 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::insertOrder().

◆ cbegin()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::cbegin ( ) const

inlineconstexprnoexcept

Definition at line 540 of file intrusive_list.hpp.

◆ cend()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::cend ( ) const

inlineconstexprnoexcept

Definition at line 552 of file intrusive_list.hpp.

◆ clear()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::clear ( )

inlineconstexprnoexcept

Clear list (does not delete elements)

Definition at line 516 of file intrusive_list.hpp.

◆ crbegin()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::crbegin ( ) const

inlineconstexprnoexcept

Definition at line 565 of file intrusive_list.hpp.

◆ crend()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::crend ( ) const

inlineconstexprnoexcept

Definition at line 577 of file intrusive_list.hpp.

◆ empty()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr bool slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::empty ( ) const

inlineconstexprnoexcept

Check if list is empty.

Definition at line 335 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::getBestOrder(), slick::orderbook::detail::PriceLevelL3::getBestOrder(), and slick::orderbook::detail::PriceLevelL3::isEmpty().

◆ end() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::end ( ) const

inlineconstexprnoexcept

Definition at line 548 of file intrusive_list.hpp.

◆ end() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::end ( )

inlineconstexprnoexcept

Definition at line 544 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::insertOrder().

◆ erase()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::erase ( T * node )

inlineconstexprnoexcept

Remove specific element from list O(1) operation - no search required.

Definition at line 438 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::removeOrder().

◆ front() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::front ( ) const

inlineconstexprnoexcept

Definition at line 349 of file intrusive_list.hpp.

◆ front() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::front ( )

inlineconstexprnoexcept

Get front element.

Definition at line 345 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::getBestOrder(), and slick::orderbook::detail::PriceLevelL3::getBestOrder().

◆ insert_after()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::insert_after	(	T *	pos,
		T *	node
	)

inlineconstexprnoexcept

Insert element after given position O(1) operation.

Definition at line 491 of file intrusive_list.hpp.

◆ insert_before()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::insert_before	(	T *	pos,
		T *	node
	)

inlineconstexprnoexcept

Insert element before given position O(1) operation.

Definition at line 465 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::insertOrder().

◆ operator=() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

IntrusiveList & slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::operator= ( const IntrusiveList< T, NextPtr, PrevPtr > & )

delete

◆ operator=() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr IntrusiveList & slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::operator= ( IntrusiveList< T, NextPtr, PrevPtr > && other )

inlineconstexprnoexcept

Definition at line 322 of file intrusive_list.hpp.

◆ pop_back()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::pop_back ( )

inlineconstexprnoexcept

Remove back element.

Definition at line 415 of file intrusive_list.hpp.

◆ pop_front()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr pointer slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::pop_front ( )

inlineconstexprnoexcept

Remove front element.

Definition at line 393 of file intrusive_list.hpp.

◆ push_back()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::push_back ( T * node )

inlineconstexprnoexcept

Add element to back (oldest order, FIFO time priority)

Definition at line 378 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::insertOrder().

◆ push_front()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr void slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::push_front ( T * node )

inlineconstexprnoexcept

Add element to front (newest order, used for LIFO if needed)

Definition at line 363 of file intrusive_list.hpp.

◆ rbegin() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::rbegin ( ) const

inlineconstexprnoexcept

Definition at line 561 of file intrusive_list.hpp.

◆ rbegin() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::rbegin ( )

inlineconstexprnoexcept

Reverse iterators.

Definition at line 557 of file intrusive_list.hpp.

◆ rend() [1/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr const_reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::rend ( ) const

inlineconstexprnoexcept

Definition at line 573 of file intrusive_list.hpp.

◆ rend() [2/2]

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr reverse_iterator slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::rend ( )

inlineconstexprnoexcept

Definition at line 569 of file intrusive_list.hpp.

◆ size()

template<typename T , T *T::* NextPtr = &T::next, T *T::* PrevPtr = &T::prev>

constexpr size_type slick::orderbook::detail::IntrusiveList< T, NextPtr, PrevPtr >::size ( ) const

inlineconstexprnoexcept

Get number of elements.

Definition at line 340 of file intrusive_list.hpp.

Referenced by slick::orderbook::detail::PriceLevelL3::orderCount().

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

slick/orderbook/detail/intrusive_list.hpp

Classes

Public Types

Public Member Functions

Detailed Description

Member Typedef Documentation

◆ const_iterator

◆ const_pointer

◆ const_reference

◆ const_reverse_iterator

◆ iterator

◆ pointer

◆ reference

◆ reverse_iterator

◆ size_type

◆ value_type

Constructor & Destructor Documentation

◆ IntrusiveList() [1/3]

◆ ~IntrusiveList()

◆ IntrusiveList() [2/3]

◆ IntrusiveList() [3/3]

Member Function Documentation

◆ back() [1/2]

◆ back() [2/2]

◆ begin() [1/2]

◆ begin() [2/2]

◆ cbegin()

◆ cend()

◆ clear()

◆ crbegin()

◆ crend()

◆ empty()

◆ end() [1/2]

◆ end() [2/2]

◆ erase()

◆ front() [1/2]

◆ front() [2/2]

◆ insert_after()

◆ insert_before()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ pop_back()

◆ pop_front()

◆ push_back()

◆ push_front()

◆ rbegin() [1/2]

◆ rbegin() [2/2]

◆ rend() [1/2]

◆ rend() [2/2]

◆ size()