.. _program_listing_file_engine_include_OrderBook.hpp:

Program Listing for File OrderBook.hpp
======================================

|exhale_lsh| :ref:`Return to documentation for file <file_engine_include_OrderBook.hpp>` (``engine/include/OrderBook.hpp``)

.. |exhale_lsh| unicode:: U+021B0 .. UPWARDS ARROW WITH TIP LEFTWARDS

.. code-block:: cpp

   #pragma once
   
   #include <cstdint>
   #include <vector>
   #include <ankerl/unordered_dense.h>
   
   #include "Types.hpp"
   
   
   class OrderBookView;
   
   class OrderBook {
     friend class OrderBookView;
   private:
     uint64_t current_tick = 0;
     static constexpr size_t MAX_ORDERS = 100'000;
     static constexpr size_t MAX_LEVELS = 100'000;
   
     using LevelsVec = std::vector<std::pair<trading::Price, trading::Level*>>;
   
     // order data is stored contiguous in memory
     std::vector<trading::Order> orders_;
     int32_t next_free_order_;
     ankerl::unordered_dense::map<trading::OrderId, uint32_t> oid_to_idx_;
   
     // level data is stored in a contiguous pool for pointer stability across insertions
     std::vector<trading::Level> level_pool_;
     int32_t next_free_level_;
   
     // bid_levels: sorted decreasing, ask_levels: sorted increasing
     LevelsVec bid_levels_;
     LevelsVec ask_levels_;
   
     // live (non-zero vol) levels linked via Level::prev_level / next_level.
     int32_t bid_head_level_ = -1;
     int32_t ask_head_level_ = -1;
   
     // count of live (non-zero vol) levels on each side
     int32_t bid_level_count_ = 0;
     int32_t ask_level_count_ = 0;
   
     trading::Level* alloc_level(trading::Price price, trading::Volume vol);
   
     void link_level(LevelsVec& levels, LevelsVec::iterator it, int32_t& head_level);
     void unlink_level(trading::Level& lvl, int32_t& head_level);
   
     void add_order(trading::OrderId orderId, trading::Side side, trading::Price price, trading::Volume volume);
     void modify_order(trading::OrderId orderId, trading::Side side, trading::Price price, trading::Volume volume);
     void cancel_order(trading::OrderId orderId, trading::Volume cancel_vol);
     void clear();
   
   public:
     trading::TimeStamp last_ts = 0;
     trading::Action last_action = trading::Action::None;
     trading::Price last_trade_price = 0;
     trading::Volume last_trade_size = 0;
     trading::Side last_trade_side = trading::Side::None;
   
     OrderBook();
   
     void process_event(const trading::Event &e);
   };