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OrderRouter & SymbolIdOrderRouter

The IOrderRouter interface defines how order book updates are dispatched to symbol-specific order books.
SymbolIdOrderRouter is a concrete implementation that uses a SymbolId map and a shared IOrderBookFactory.

Purpose

To maintain a collection of order books and route incoming BookUpdate events based on SymbolId.

Interfaces

class IOrderRouter {
public:
  virtual ~IOrderRouter() = default;
  virtual void route(const BookUpdate &update) = 0;
  virtual const IOrderBook *getBook(SymbolId id) const = 0;
};

class SymbolIdOrderRouter : public IOrderRouter {
public:
  SymbolIdOrderRouter(SymbolRegistry *registry, IOrderBookFactory *factory);

  void registerBook(SymbolId id, const IOrderBookConfig &config);
  void route(const BookUpdate &update) override;
  const IOrderBook *getBook(SymbolId id) const override;
};

Responsibilities

  • IOrderRouter provides a generic API for routing and querying order books
  • SymbolIdOrderRouter:
  • Manages one book per symbol ID
  • Uses IOrderBookFactory to instantiate order books
  • Routes book updates to the correct book by SymbolId

Thread Safety

  • Internally guarded by std::mutex
  • Safe for concurrent access from multiple threads

Use Cases

  • Central routing of market data in multi-symbol systems
  • Decouples book creation/config from data ingestion
  • Enables modular integration with symbol-based trading strategies

Notes

  • Ownership of created books is internal
  • SymbolRegistry is used only for symbol resolution, not required at runtime