TradeEvent

TradeEvent represents a single trade tick — a filled transaction between counterparties — and is broadcast across the system for aggregation, analytics, and strategy input.

struct TradeEvent {
  using Listener = IMarketDataSubscriber;

  Trade trade{};
  uint64_t tickSequence = 0;
};

Purpose

• Encapsulate trade prints received from exchanges for delivery via TradeBus.

Responsibilities

Aspect	Details
Payload	trade holds symbol, price, quantity, timestamp, and taker direction.
Sequencing	tickSequence guarantees strict event order for replay and backtests.
Subscription	Targets IMarketDataSubscriber interface for generic event delivery.

Notes

• Used by CandleAggregator, PnL trackers, and all signal generation components.
• Designed for ultra-low-latency delivery; no heap allocation involved.
• Stateless container — no logic beyond encapsulation.