trading_core::Matcher Class Reference

The matching engine that pairs buy and sell orders. More...

#include <Matcher.h>

Collaboration diagram for trading_core::Matcher:

Public Member Functions
	Matcher (TradeIDGenerator *tradeIdGenerator)
	Constructs a new Matcher object.
virtual	~Matcher ()=default
virtual std::vector< common::Trade >	match (common::Order *incomingOrder, OrderBook &orderBook)
	Matches an incoming order against the order book.

Private Member Functions
template<typename TMap >
void	matchTable (common::Order *incomingOrder, TMap *restingMap, std::vector< common::Trade > &trades)
	A template function to match an incoming order against a map of resting orders.

Private Attributes
TradeIDGenerator *	mTradeIdGenerator
	A generator for unique trade IDs.

Detailed Description

The matching engine that pairs buy and sell orders.

This class is responsible for matching incoming orders against the existing orders in the order book. It generates trades when a match is found.

Constructor & Destructor Documentation

~Matcher()

virtual trading_core::Matcher::~Matcher ( )

virtualdefault

Matcher()

trading_core::Matcher::Matcher

(

TradeIDGenerator *

tradeIdGenerator

)

Constructs a new Matcher object.

Parameters

tradeIdGenerator

A raw pointer to the trade ID generator.

Member Function Documentation

match()

std::vector< common::Trade > trading_core::Matcher::match ( common::Order *  incomingOrder, OrderBook &  orderBook  )

virtual

Matches an incoming order against the order book.

Parameters

incomingOrder	The order to be matched.
orderBook	The order book to match against.

Returns

A vector of trades that were generated.

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matchTable()

template<typename TMap >

void trading_core::Matcher::matchTable ( common::Order *  incomingOrder, TMap *  restingMap, std::vector< common::Trade > &  trades  )

private

A template function to match an incoming order against a map of resting orders.

Template Parameters

TMap	The type of the map of resting orders (BidMap or AskMap).

Parameters

incomingOrder	The order to be matched.
restingMap	A raw pointer to the map of resting orders.
trades	A reference to a vector of trades to which any generated trades will be added.

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Member Data Documentation

mTradeIdGenerator

TradeIDGenerator* trading_core::Matcher::mTradeIdGenerator

private

A generator for unique trade IDs.

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The documentation for this class was generated from the following files:

• core/trading_core/include/trading_core/Matcher.h
• core/trading_core/src/Matcher.cpp