slick::orderbook::detail Namespace Reference

Classes
struct	AskComparator
	Comparator for sorting ask levels (ascending price) More...
struct	AskComparatorL3
	Comparator for sorting ask levels (ascending price) More...
struct	BidComparator
	Comparator for sorting bid levels (descending price) More...
struct	BidComparatorL3
	Comparator for sorting bid levels (descending price) More...
class	IntrusiveList
	Intrusive doubly-linked list for zero-allocation order management. More...
class	LevelContainer
	Container for storing sorted price levels Uses a sorted vector for cache-friendly storage (optimal for < 100 levels) More...
class	ObjectPool
	Object pool for zero-allocation management of frequently created/destroyed objects. More...
struct	Order
	Order structure for Level 3 orderbook Uses intrusive list design for zero-allocation order queues at each price level Cache-aligned to 64 bytes for optimal performance (exactly 1 cache line) More...
class	OrderMap
	Hash table for fast OrderId -> Order* lookup Uses std::unordered_map for simplicity and performance Provides O(1) average-case lookup, insertion, and deletion. More...
struct	PriceLevelL2
	Price level for Level 2 orderbook (aggregated) Stores total quantity at a specific price point. More...
struct	PriceLevelL3
	Price level for Level 3 orderbook (order-by-order) Maintains a queue of individual orders at this price level. More...

Typedefs
template<typename Key , typename Value , typename Compare = std::less<Key>>
using	FlatMap = std::map< Key, Value, Compare >
	Cache-friendly sorted map.

Typedef Documentation

FlatMap

template<typename Key , typename Value , typename Compare = std::less<Key>>

using slick::orderbook::detail::FlatMap = typedef std::map<Key, Value, Compare>

Cache-friendly sorted map.

Uses std::flat_map (C++23) if available, which provides:

• Excellent cache locality (contiguous storage)
• Fast iteration (sequential memory access)
• Binary search for lookups (O(log n))

Falls back to std::map on compilers without C++23 flat_map support.

Template Parameters

Key	Key type (must be comparable)
Value	Value type
Compare	Comparison function (default: std::less<Key>)

Definition at line 37 of file flat_map.hpp.