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BookUpdateBus

BookUpdateBus delivers BookUpdateEvent objects to all subscribed market data consumers. It is based on the generic EventBus and supports synchronous or asynchronous dispatch.

Definition

#ifdef USE_SYNC_MARKET_BUS
using BookUpdateBus = EventBus<EventHandle<BookUpdateEvent>, SyncPolicy<EventHandle<BookUpdateEvent>>>;
#else
using BookUpdateBus = EventBus<EventHandle<BookUpdateEvent>, AsyncPolicy<EventHandle<BookUpdateEvent>>>;
#endif

Responsibilities

  • Fan-out book updates with minimal latency
  • Provide per-subscriber queues (SPSCQueue)
  • Assign tick sequence numbers to events

Notes

  • Used internally by MarketDataBus
  • Controlled by the USE_SYNC_MARKET_BUS compile definition