BookUpdateEvent

BookUpdateEvent represents a snapshot or delta update to the order book, encapsulated in a pooled, memory-resource-aware structure for zero-allocation fan-out.

struct BookUpdateEvent : public pool::PoolableBase<BookUpdateEvent> {
  using Listener = IMarketDataSubscriber;

  BookUpdate update;
  uint64_t tickSequence = 0;

  BookUpdateEvent(std::pmr::memory_resource* res);
  void clear();
};

Purpose

• Deliver normalized order book changes with minimal latency and no heap allocations.

Responsibilities

Aspect	Details
Memory	Constructed with std::pmr::memory_resource for scoped allocation.
Pooling	Inherits from PoolableBase for reuse via pool::Handle<T>.
Payload	Holds a BookUpdate with bid/ask vectors allocated from the PMR.
Sequencing	tickSequence ensures ordered processing across consumers.
Subscription	Declares IMarketDataSubscriber as the receiver interface.

Notes

• clear() resets bid/ask containers in-place without releasing memory.
• Intended for high-frequency delivery over BookUpdateBus.
• Construction asserts non-null memory resource to enforce deterministic allocation control.
• Immutable after dispatch; reused through pooled lifecycle.