Skip to content

Precompile replay event stream once#50

Merged
tradingexpert merged 1 commit into
mainfrom
feature/precompile-replay-stream
May 19, 2026
Merged

Precompile replay event stream once#50
tradingexpert merged 1 commit into
mainfrom
feature/precompile-replay-stream

Conversation

@tradingexpert
Copy link
Copy Markdown
Owner

Summary

  • compile Replay's immutable MBO event stream into primitive columns once at construction
  • pass the read-only compiled view into each ReplayGateway created by run/run_many
  • document why this matters for future boundary-batched replay

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: 98.18% total.

@tradingexpert tradingexpert merged commit 7405b3b into main May 19, 2026
4 checks passed
@tradingexpert tradingexpert deleted the feature/precompile-replay-stream branch May 19, 2026 12:46
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant