I want all ring buffers, mmap blocks instantiated as close to main.cpp as possible. This way main.cpp becomes a diagram of information flow throughout the exchange. By reading a single file main.cpp, a reader should be able to see and understand how every component fits together without having to read any other files.
This will make it much easier to create market data.
I want all ring buffers, mmap blocks instantiated as close to main.cpp as possible. This way main.cpp becomes a diagram of information flow throughout the exchange. By reading a single file main.cpp, a reader should be able to see and understand how every component fits together without having to read any other files.
This will make it much easier to create market data.