Sequencer

struct Sequencer

Public Functions

Sequencer()

explicit Sequencer(Options const&)

Sequencer(Sequencer&&) = default

Sequencer(Sequencer const&) = delete

inline bool ready() const

inline uint64_t last_sequence() const

void clear()

template<typename PublishSnapshot, typename RequestSnapshot>
inline void operator()(std::span<MBPUpdate const> const &bids, std::span<MBPUpdate const> const &asks, uint64_t sequence, bool force, PublishSnapshot publish_snapshot, RequestSnapshot request_snapshot)

bool apply(roq::cache::MarketByPrice&, uint64_t sequence, bool include)

template<typename PublishUpdate, typename PublishSnapshot, typename RequestSnapshot>
inline void operator()(std::span<MBPUpdate const> const &bids, std::span<MBPUpdate const> const &asks, uint64_t first_sequence, uint64_t last_sequence, uint64_t previous_sequence, PublishUpdate publish_update, PublishSnapshot publish_snapshot, RequestSnapshot request_snapshot)

inline void initialize(uint64_t last_sequence)

struct Options

Public Members

std::chrono::nanoseconds timeout = {}

size_t max_updates = {}