Trade Event

The TradeEvent represents an executed trade in the market, including direction, price, and quantity.

Purpose

To provide subscribers (e.g., strategies, volume analyzers) with real-time trade information in a zero-allocation, poolable format.

---

Interface Summary

struct TradeEvent : public IMarketDataEvent {
  SymbolId symbol;
  double price;
  double quantity;
  bool isBuy;
  std::chrono::system_clock::time_point timestamp;

  TradeEvent(std::pmr::memory_resource *);
};

Responsibilities

• Represent a single trade tick
• Indicate direction with isBuy
• Delivered to subscribers via the trade bus

Memory Optimization

• Accepts a polymorphic memory resource for consistency with pooled event design
• Recycled via EventPool<TradeEvent>

Notes

• Used by latency-sensitive strategies for trade confirmation
• Supports precise event timestamps for time-based logic