types.hpp File Reference

#include <slick/orderbook/config.hpp>
#include <cstdint>
#include <string_view>
#include <limits>

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Classes
struct	slick::orderbook::Symbol
	Symbol information. More...

Namespaces
namespace	slick
namespace	slick::orderbook

Typedefs
using	slick::orderbook::Price = int64_t
	Price type - fixed-point representation Example: For 4 decimal places, price = actual_price * 10000 This allows integer arithmetic while maintaining decimal precision.
using	slick::orderbook::Quantity = int64_t
	Quantity type - volume or size.
using	slick::orderbook::OrderId = uint64_t
	Unique order identifier.
using	slick::orderbook::SymbolId = uint16_t
	Symbol identifier - can be hash or sequential ID.
using	slick::orderbook::Timestamp = uint64_t
	Timestamp in nanoseconds since epoch.

Enumerations
enum	slick::orderbook::Side : uint8_t { slick::orderbook::Buy = 0 , slick::orderbook::Sell = 1 , slick::orderbook::SideCount = 2 }
	Order side - using enum for easy array indexing. More...
enum class	slick::orderbook::OrderType : uint8_t { slick::orderbook::Limit , slick::orderbook::Market , slick::orderbook::Stop , slick::orderbook::StopLimit }
	Order type. More...

Functions
constexpr const char *	slick::orderbook::toString (Side side) noexcept
	Helper functions for Side enum.
constexpr Side	slick::orderbook::opposite (Side side) noexcept
constexpr const char *	slick::orderbook::toString (OrderType type) noexcept
	Helper functions for OrderType enum.

Variables
constexpr uint16_t	slick::orderbook::INVALID_INDEX = std::numeric_limits<uint16_t>::max()