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Add fill-boundary C++ batch primitive#48

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tradingexpert merged 1 commit into
mainfrom
feature/boundary-batched-engine
May 19, 2026
Merged

Add fill-boundary C++ batch primitive#48
tradingexpert merged 1 commit into
mainfrom
feature/boundary-batched-engine

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Summary

  • add a C++ batch primitive that advances compiled market-data rows until the first passive fill boundary
  • expose the primitive through CppMatchingEngine.apply_events_until_fill(...)
  • document how this supports future boundary-batched replay without changing audited Replay semantics yet

Tests

  • python -m ruff check .
  • python -m pytest
  • mkdir -p build/cpp && c++ -std=c++17 -Wall -Wextra -pedantic -Icpp cpp/tests/matching_engine_core_test.cpp -o build/cpp/matching_engine_core_test && build/cpp/matching_engine_core_test

Coverage: 98.11% total.

@tradingexpert tradingexpert merged commit 9dcc467 into main May 19, 2026
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@tradingexpert tradingexpert deleted the feature/boundary-batched-engine branch May 19, 2026 12:37
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