.. _program_listing_file_engine_include_OrderBookView.hpp:

Program Listing for File OrderBookView.hpp
==========================================

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

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

.. code-block:: cpp

   #pragma once
   
   #include "OrderBook.hpp"
   
   class OrderBookView {
   private:
       const OrderBook& book_;
       const trading::Level* level_at(bool is_bid, int k) const;
   public:
       OrderBookView(const OrderBook& book) : book_{book} {}
   
       // --- Level Queries ---
   
       double get_depth_volume(bool is_bid, int k) const;
   
       double get_vwaa(bool is_bid, int top_n, uint64_t max_age_cap) const;
   
       double get_price_at_level(bool is_bid, int k) const;
   
       double get_vwap_depth(bool is_bid, int k) const;
   
       double get_vol_at_level(bool is_bid, int k) const;
   
       // --- Bid / Ask ---
   
       double get_bid_price(int level = 0) const;
   
       double get_ask_price(int level = 0) const;
   
       double get_bid_size(int level = 0) const;
   
       double get_ask_size(int level = 0) const;
   
       // --- Trade Event State ---
   
       trading::Action get_last_action() const;
   
       trading::TimeStamp get_last_ts() const;
   
       trading::Side get_last_trade_side() const;
   
       trading::Price get_last_trade_price() const;
   
       trading::Volume get_last_trade_size() const;
   
       // --- Depth ---
   
       int get_bid_depth() const;
   
       int get_ask_depth() const;
   
       // --- Derived Metrics ---
   
       double get_mid_price() const;
   
       double get_spread() const;
   
       // --- Order Queries ---
       //
       // Level pointers (trading::Level*) are value-stable for the lifetime of the
       // session: levels are heap-allocated on first use and never moved or freed.
       //
       // Order pointers (trading::Order*) are NOT value-stable across ticks.
       // The order pool is pre-allocated and never reallocated, so the address
       // itself will not become null, but cancel_order uses a swap-and-pop strategy:
       // the cancelled slot is immediately overwritten with the last active order.
       // A pointer to a cancelled order therefore silently becomes a pointer to a
       // completely different order after the next cancellation. Do NOT store Order
       // pointers across ticks; treat them as valid only for the duration of the
       // current compute() call.
   
       const trading::Level* get_level(bool is_bid, int level) const;
   
       std::vector<const trading::Order*> get_orders_at_level_snapshot(bool is_bid, int level) const;
   
       std::vector<const trading::Order*> get_orders_at_level_snapshot(const trading::Level* level) const;
   
       const trading::Order* get_order_snapshot(trading::OrderId id) const;
   };