mbp

Market by Price (MBP)

Struct

• Factory
  • roq::market::mbp::Factory
    • create()
    • create()
    • create()
    • roq::market::mbp::Factory::Options
      • remove_outside_max_depth
      • validate_checksum
      • allow_price_inversion
• Sequencer
  • roq::market::mbp::Sequencer
    • Sequencer()
    • Sequencer()
    • Sequencer()
    • Sequencer()
    • ready()
    • last_sequence()
    • clear()
    • operator()()
    • apply()
    • operator()()
    • initialize()
    • roq::market::mbp::Sequencer::Options
      • timeout
      • max_updates