Expand description
The market_trade module contains all the market trade-related data structures used in the system. Market trade data structures
This module provides structures for representing executed trades in the market, including individual trades and efficient batch storage for HFT systems.
Structsยง
- Market
Trade - Represents a single executed trade in the market
- Trade
Batch - Efficient storage for a batch of trades using cache-line alignment and zero-allocation strategies for HFT applications