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Add boundary advance helper#49

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tradingexpert merged 1 commit into
mainfrom
feature/boundary-advance-helper
May 19, 2026
Merged

Add boundary advance helper#49
tradingexpert merged 1 commit into
mainfrom
feature/boundary-advance-helper

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Summary

  • add BoundaryAdvance and advance_until_fill_boundary(...) as the Python bridge for fill-boundary advancement
  • use the compiled C++ boundary method when compiled columns are available, with scalar fallback for the Python reference engine
  • document that this is the tested bridge before changing ordinary Replay semantics

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: 98.17% total.

@tradingexpert tradingexpert merged commit 1cd7e3a into main May 19, 2026
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@tradingexpert tradingexpert deleted the feature/boundary-advance-helper branch May 19, 2026 12:42
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