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TradeEvent

TradeEvent carries a single tick trade through the FLOX market-data pipeline.

struct TradeEvent {
  using Listener = MarketDataSubscriberRef;

  Trade    trade;        // price, qty, side, timestamp
  uint64_t tickSequence; // monotonic id set by EventBus

  void clear() { trade = {}; }  // recycle when pooled
};

Purpose

  • Convey raw trades from connectors to strategies, metrics, and loggers with zero allocations.

Fields

Field Meaning
trade Struct holding price, quantity, side, ts.
tickSequence Sequence number injected by EventBus.

Notes

  • Trivially copyable; clear() prepares the object for reuse in a pool.
  • Published on TradeBus, consumed by any component implementing MarketDataSubscriber.