OrderBook.h

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//
// Created by sujal on 22-10-2025.
//
 
#pragma once
#include "common/Order.h"
#include "common/Types.h"
#include "trading_core/MarketDataPublisher.h"
#include <deque>
#include <map>
#include <memory>
 
namespace trading_core {
    class OrderBook {
    public:
        using PriceLevel = std::deque<common::Order*>;
 
        using BidMap = std::map<common::Price, PriceLevel, std::greater<>>;
 
        using AskMap = std::map<common::Price, PriceLevel>;
 
        OrderBook(common::Symbol symbol, MarketDataPublisher& publisher);
        virtual ~OrderBook() = default;
 
        virtual void insertOrder(common::Order* order);
 
        virtual bool cancelOrder(const common::OrderID& orderId);
 
        virtual void publishSnapshot(common::SessionID sessionId) const;
 
        [[nodiscard]] virtual BidMap* getBidMap();
 
        [[nodiscard]] virtual AskMap* getAskMap();
 
    private:
        BidMap mBidMap; 
        AskMap mAskMap; 
        common::Symbol mSymbol;
        MarketDataPublisher& mPublisher;
    };
} // namespace trading_core