matching_engine.hpp File Reference

撮合引擎接口 More...

#include <thread>
#include <atomic>
#include <functional>
#include <unordered_map>
#include <list>
#include <memory>
#include "base/blockingconcurrentqueue.h"
#include "app/engine/order_event.hpp"
#include "app/engine/order_book.hpp"
#include "app/model/market_data_snapshot.hpp"
#include "market/market_data.hpp"

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Classes
class	fix40::MatchingEngine
	行情驱动撮合引擎 More...

Namespaces
namespace	fix40

Typedefs
using	fix40::ExecutionReportCallback = std::function< void(const SessionID &, const ExecutionReport &)>
	ExecutionReport 回调类型
using	fix40::MarketDataUpdateCallback = std::function< void(const std::string &, double)>
	行情更新回调类型

Detailed Description

撮合引擎接口

提供独立线程运行的撮合引擎，从无锁队列消费订单事件并处理。 支持行情驱动撮合模式：用户订单与CTP行情盘口比对撮合。