### Functions starting with 'i'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Functions for checking various order and level properties, and initializing the ITCH handler.

```APIDOC
## IsAON()

### Description
Checks if an order is All-Or-None (AON).

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsAsk()

### Description
Checks if a level represents an ask.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsBid()

### Description
Checks if a level represents a bid.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsBuy()

### Description
Checks if an order is a buy order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsFOK()

### Description
Checks if an order is Fill-Or-Kill (FOK).

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsGTC()

### Description
Checks if an order is Good-Til-Canceled (GTC).

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsHidden()

### Description
Checks if an order is hidden.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsIceberg()

### Description
Checks if an order is an iceberg order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsIOC()

### Description
Checks if an order is Immediate-Or-Cancel (IOC).

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsLimit()

### Description
Checks if an order is a limit order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsMarket()

### Description
Checks if an order is a market order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsMatchingEnabled()

### Description
Checks if the matching engine is enabled in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsSell()

### Description
Checks if an order is a sell order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsSlippage()

### Description
Checks if an order has slippage protection.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsStop()

### Description
Checks if an order is a stop order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsStopLimit()

### Description
Checks if an order is a stop limit order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsTrailingStop()

### Description
Checks if an order is a trailing stop order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## IsTrailingStopLimit()

### Description
Checks if an order is a trailing stop limit order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## ITCHHandler()

### Description
Constructor for the ITCHHandler class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Functions starting with 'm'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Constructors for Market, MarketHandler, MarketManager, and functions for matching, mitigating, and modifying orders.

```APIDOC
## Market()

### Description
Constructor for the Market class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## MarketHandler()

### Description
Constructor for the MarketHandler class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## MarketManager()

### Description
Constructor for the MarketManager class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## Match()

### Description
Initiates a matching process in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## MitigateOrder()

### Description
Mitigates an order in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## ModifyOrder()

### Description
Modifies an existing order in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Get Market Price Ask - C++

Source: https://chronoxor.github.io/CppTrader/order__book_8inl_source.html

Retrieves the best ask price considering both the matching ask price and the best available ask. Returns the minimum of the two.

```cpp
inline uint64_t OrderBook::GetMarketPriceAsk() const noexcept
{
uint64_t matching_price = _matching_ask_price;
uint64_t best_price = (_best_ask != nullptr) ? _best_ask->Price : std::numeric_limits<uint64_t>::max();
return std::min(matching_price, best_price);
}
```

--------------------------------

### Order Creation Methods

Source: https://chronoxor.github.io/CppTrader/struct_cpp_trader_1_1_matching_1_1_order.html

Static methods to prepare and create different types of orders.

```APIDOC
## ◆ Limit()
| Order CppTrader::Matching::Order::Limit  | ( | uint64_t | _id_ ,   
---|---|---|---
|  | uint32_t | _symbol_ ,   
|  | OrderSide | _side_ ,   
|  | uint64_t | _price_ ,   
|  | uint64_t | _quantity_ ,   
|  | OrderTimeInForce | _tif_ = OrderTimeInForce::GTC,   
|  | uint64_t | _max_visible_quantity_ = std::numeric_limits<uint64_t>::max() )  
inlinestaticnoexcept  
Prepare a new limit order. 
Definition at line 143 of file order.inl.
```

```APIDOC
## ◆ Market()
| Order CppTrader::Matching::Order::Market  | ( | uint64_t | _id_ ,   
---|---|---|---
|  | uint32_t | _symbol_ ,   
|  | OrderSide | _side_ ,   
|  | uint64_t | _quantity_ ,   
|  | uint64_t | _slippage_ = std::numeric_limits<uint64_t>::max() )  
inlinestaticnoexcept  
Prepare a new market order. 
Definition at line 128 of file order.inl.
```

```APIDOC
## ◆ SellLimit()
| Order CppTrader::Matching::Order::SellLimit  | ( | uint64_t | _id_ ,   
---|---|---|---
|  | uint32_t | _symbol_ ,   
|  | uint64_t | _price_ ,   
|  | uint64_t | _quantity_ ,   
|  | OrderTimeInForce | _tif_ = OrderTimeInForce::GTC,   
|  | uint64_t | _max_visible_quantity_ = std::numeric_limits<uint64_t>::max() )  
inlinestaticnoexcept  
Prepare a new sell limit order.  

Examples
    matching_engine.cpp.
Definition at line 153 of file order.inl.
```

```APIDOC
## ◆ SellMarket()
| Order CppTrader::Matching::Order::SellMarket  | ( | uint64_t | _id_ ,   
---|---|---|---
|  | uint32_t | _symbol_ ,   
|  | uint64_t | _quantity_ ,   
|  | uint64_t | _slippage_ = std::numeric_limits<uint64_t>::max() )  
inlinestaticnoexcept  
Prepare a new sell market order.  

Examples
    matching_engine.cpp.
Definition at line 138 of file order.inl.
```

```APIDOC
## ◆ SellStop()
| Order CppTrader::Matching::Order::SellStop  | ( | uint64_t | _id_ ,   
---|---|---|---
|  | uint32_t | _symbol_ ,   
|  | uint64_t | _stop_price_ ,   
|  | uint64_t | _quantity_ ,   
|  | OrderTimeInForce | _tif_ = OrderTimeInForce::GTC,   
|  | uint64_t | _slippage_ = std::numeric_limits<uint64_t>::max() )  
inlinestaticnoexcept  
Prepare a new sell stop order.  

Examples
    matching_engine.cpp.
Definition at line 168 of file order.inl.
```

--------------------------------

### Functions starting with 'f'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

A hashing function.

```APIDOC
## FastHash()

### Description
Computes a fast hash value.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Functions starting with 'h'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Functions related to order properties.

```APIDOC
## HiddenQuantity()

### Description
Gets the hidden quantity of an order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Order Constructor

Source: https://chronoxor.github.io/CppTrader/order_8inl_source.html

Initializes an Order object with all relevant trading parameters. Sets initial quantities and other properties.

```cpp
inline Order::Order(uint64_t id, uint32_t symbol, OrderType type, OrderSide side, uint64_t price, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif, uint64_t max_visible_quantity, uint64_t slippage, int64_t trailing_distance, int64_t trailing_step) noexcept
 : Id(id),
 SymbolId(symbol),
 Type(type),
 Side(side),
 Price(price),
 StopPrice(stop_price),
 Quantity(quantity),
 ExecutedQuantity(0),
 LeavesQuantity(quantity),
 TimeInForce(tif),
 MaxVisibleQuantity(max_visible_quantity),
 Slippage(slippage),
 TrailingDistance(trailing_distance),
 TrailingStep(trailing_step)
{
}
```

--------------------------------

### Main Function - Command Input Loop

Source: https://chronoxor.github.io/CppTrader/matching_engine_8cpp-example.html

The main function initializes the market handler and manager, then enters a loop to read commands from standard input. It supports various commands for managing symbols, order books, and orders.

```cpp
int main(int argc, char** argv)
{
MyMarketHandler market_handler;
MarketManager market(market_handler);
// Perform text input
std::string line;
while (getline(std::cin, line))
{
if (line == "help")
{
std::cout << "Supported commands: " << std::endl;
std::cout << "add symbol {Id} {Name} - Add a new symbol with {Id} and {Name}" << std::endl;
std::cout << "delete symbol {Id} - Delete the symbol with {Id}" << std::endl;
std::cout << "add book {Id} - Add a new order book for the symbol with {Id}" << std::endl;
std::cout << "delete book {Id} - Delete the order book with {Id}" << std::endl;
std::cout << "add market {Side} {Id} {SymbolId} {Quantity} - Add a new market order of {Type} (buy/sell) with {Id}, {SymbolId} and {Quantity}" << std::endl;
std::cout << "add slippage market {Side} {Id} {SymbolId} {Quantity} {Slippage} - Add a new slippage market order of {Type} (buy/sell) with {Id}, {SymbolId}, {Quantity} and {Slippage}" << std::endl;
std::cout << "add limit {Side} {Id} {SymbolId} {Price} {Quantity} - Add a new limit order of {Type} (buy/sell) with {Id}, {SymbolId}, {Price} and {Quantity}" << std::endl;
std::cout << "add ioc limit {Side} {Id} {SymbolId} {Price} {Quantity} - Add a new 'Immediate-Or-Cancel' limit order of {Type} (buy/sell) with {Id}, {SymbolId}, {Price} and {Quantity}" << std::endl;
std::cout << "add fok limit {Side} {Id} {SymbolId} {Price} {Quantity} - Add a new 'Fill-Or-Kill' limit order of {Type} (buy/sell) with {Id}, {SymbolId}, {Price} and {Quantity}" << std::endl;
}
}
}
```

--------------------------------

### Get Bids

Source: https://chronoxor.github.io/CppTrader/order__book_8h_source.html

Retrieves the container for all bid orders in the order book.

```APIDOC
## bids

### Description
Get the order book bids container.

### Method
const Levels & bids() const noexcept

### Definition
order_book.h:62
```

--------------------------------

### Functions starting with 'a'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Functions for managing orders and order books, and adding symbols.

```APIDOC
## AddOrder()

### Description
Adds an order to the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## AddOrderBook()

### Description
Adds an order book to the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## AddSymbol()

### Description
Adds a symbol to the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## asks()

### Description
Retrieves the asks from an order book.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### OrderBook Constructor

Source: https://chronoxor.github.io/CppTrader/order__book_8cpp_source.html

Initializes the OrderBook with a reference to the MarketManager and the trading symbol. It sets up various price level pointers and initial price values.

```cpp
#include "trader/matching/market_manager.h"
#include "trader/matching/order_book.h"

namespace CppTrader {
namespace Matching {

OrderBook::OrderBook(MarketManager& manager, const Symbol& symbol)
 : _manager(manager),
 _symbol(symbol),
 _best_bid(nullptr),
 _best_ask(nullptr),
 _best_buy_stop(nullptr),
 _best_sell_stop(nullptr),
 _best_trailing_buy_stop(nullptr),
 _best_trailing_sell_stop(nullptr),
 _last_bid_price(0),
 _last_ask_price(std::numeric_limits<uint64_t>::max()),
 _matching_bid_price(0),
 _matching_ask_price(std::numeric_limits<uint64_t>::max()),
 _trailing_bid_price(0),
 _trailing_ask_price(std::numeric_limits<uint64_t>::max())
{
}

```

--------------------------------

### Get Sell Stop Orders

Source: https://chronoxor.github.io/CppTrader/order__book_8h_source.html

Retrieves the container for all sell stop orders.

```APIDOC
## sell_stop

### Description
Get the order book sell stop orders container.

### Method
const Levels & sell_stop() const noexcept

### Definition
order_book.h:74
```

--------------------------------

### Order Creation Methods

Source: https://chronoxor.github.io/CppTrader/struct_cpp_trader_1_1_matching_1_1_order.html

Static methods for creating different types of orders.

```APIDOC
## Member Function Documentation

### ◆ BuyLimit()
Prepare a new buy limit order.

```cpp
Order CppTrader::Matching::Order::BuyLimit(uint64_t _id_, uint32_t _symbol_, uint64_t _price_, uint64_t _quantity_, OrderTimeInForce _tif_ = OrderTimeInForce::GTC, uint64_t _max_visible_quantity_ = std::numeric_limits<uint64_t>::max())
```

### ◆ BuyMarket()
Prepare a new buy market order.

```cpp
Order CppTrader::Matching::Order::BuyMarket(uint64_t _id_, uint32_t _symbol_, uint64_t _quantity_, uint64_t _slippage_ = std::numeric_limits<uint64_t>::max())
```

### ◆ BuyStop()
Prepare a new buy stop order.

```cpp
Order CppTrader::Matching::Order::BuyStop(uint64_t _id_, uint32_t _symbol_, uint64_t _stop_price_, uint64_t _quantity_, OrderTimeInForce _tif_ = OrderTimeInForce::GTC, uint64_t _slippage_ = std::numeric_limits<uint64_t>::max())
```

### ◆ BuyStopLimit()
Prepare a new buy stop-limit order.

```cpp
Order CppTrader::Matching::Order::BuyStopLimit(uint64_t _id_, uint32_t _symbol_, uint64_t _stop_price_, uint64_t _price_, uint64_t _quantity_, OrderTimeInForce _tif_ = OrderTimeInForce::GTC, uint64_t _max_visible_quantity_ = std::numeric_limits<uint64_t>::max())
```
```

--------------------------------

### Order::TrailingBuyStop

Source: https://chronoxor.github.io/CppTrader/matching_engine_8cpp-example.html

Prepares a new trailing buy stop order.

```APIDOC
## TrailingBuyStop

### Description
Prepare a new trailing buy stop order.

### Method
`static Order TrailingBuyStop(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept`

### Parameters
#### Path Parameters
- **id** (uint64_t) - Required - The unique identifier for the order.
- **symbol** (uint32_t) - Required - The symbol identifier.
- **stop_price** (uint64_t) - Required - The initial stop price.
- **quantity** (uint64_t) - Required - The quantity of the order.
- **trailing_distance** (int64_t) - Required - The distance to trail the stop price.
- **trailing_step** (int64_t) - Optional - The step size for trailing the stop price (default: 0).
- **tif** (OrderTimeInForce) - Optional - Time in force for the order (default: GTC).
- **slippage** (uint64_t) - Optional - The maximum acceptable slippage for the order (default: max uint64_t).
```

--------------------------------

### Get Buy Stop Orders

Source: https://chronoxor.github.io/CppTrader/order__book_8h_source.html

Retrieves the container for all buy stop orders.

```APIDOC
## buy_stop

### Description
Get the order book buy stop orders container.

### Method
const Levels & buy_stop() const noexcept

### Definition
order_book.h:72
```

--------------------------------

### Static Order Creation Methods

Source: https://chronoxor.github.io/CppTrader/struct_cpp_trader_1_1_matching_1_1_order-members.html

Static methods for creating specific types of orders.

```APIDOC
## BuyLimit(uint64_t id, uint32_t symbol, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a buy limit order.

### Method
BuyLimit(uint64_t id, uint32_t symbol, uint64_t price, uint64_t quantity, OrderTimeInForce tif, uint64_t max_visible_quantity)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **price** (uint64_t) - Limit price for the order.
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **tif** (OrderTimeInForce) - Time in force for the order (default: GTC).
- **max_visible_quantity** (uint64_t) - Maximum quantity to be visible in the order book (default: max uint64_t).

### Response Example
```json
{
  "example": "Buy limit order created successfully."
}
```
```

```APIDOC
## BuyMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a buy market order.

### Method
BuyMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **slippage** (uint64_t) - Allowed slippage for the market order (default: max uint64_t).

### Response Example
```json
{
  "example": "Buy market order created successfully."
}
```
```

```APIDOC
## BuyStop(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a buy stop order.

### Method
BuyStop(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif, uint64_t slippage)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **stop_price** (uint64_t) - Stop price for the order.
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **tif** (OrderTimeInForce) - Time in force for the order (default: GTC).
- **slippage** (uint64_t) - Allowed slippage for the stop order (default: max uint64_t).

### Response Example
```json
{
  "example": "Buy stop order created successfully."
}
```
```

```APIDOC
## BuyStopLimit(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a buy stop limit order.

### Method
BuyStopLimit(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif, uint64_t max_visible_quantity)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **stop_price** (uint64_t) - Stop price for the order.
- **price** (uint64_t) - Limit price for the order.
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **tif** (OrderTimeInForce) - Time in force for the order (default: GTC).
- **max_visible_quantity** (uint64_t) - Maximum quantity to be visible in the order book (default: max uint64_t).

### Response Example
```json
{
  "example": "Buy stop limit order created successfully."
}
```
```

```APIDOC
## Limit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a generic limit order.

### Method
Limit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t price, uint64_t quantity, OrderTimeInForce tif, uint64_t max_visible_quantity)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **side** (OrderSide) - Side of the order (Buy or Sell).
- **price** (uint64_t) - Limit price for the order.
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **tif** (OrderTimeInForce) - Time in force for the order (default: GTC).
- **max_visible_quantity** (uint64_t) - Maximum quantity to be visible in the order book (default: max uint64_t).

### Response Example
```json
{
  "example": "Limit order created successfully."
}
```
```

```APIDOC
## Market(uint64_t id, uint32_t symbol, OrderSide side, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept

### Description
Creates a generic market order.

### Method
Market(uint64_t id, uint32_t symbol, OrderSide side, uint64_t quantity, uint64_t slippage)

### Parameters
- **id** (uint64_t) - Unique identifier for the order.
- **symbol** (uint32_t) - Symbol identifier for the traded asset.
- **side** (OrderSide) - Side of the order (Buy or Sell).
- **quantity** (uint64_t) - Quantity of the asset to trade.
- **slippage** (uint64_t) - Allowed slippage for the market order (default: max uint64_t).

### Response Example
```json
{
  "example": "Market order created successfully."
}
```
```

--------------------------------

### Functions starting with 'l'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Constructors for Level, LevelNode, and LevelUpdate, and creation of Limit orders.

```APIDOC
## Level()

### Description
Constructor for the Level class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## LevelNode()

### Description
Constructor for the LevelNode class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## LevelUpdate()

### Description
Constructor for the LevelUpdate class.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## Limit()

### Description
Creates a limit order.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Order::TrailingBuyStopLimit

Source: https://chronoxor.github.io/CppTrader/matching_engine_8cpp-example.html

Prepares a new trailing buy stop-limit order.

```APIDOC
## TrailingBuyStopLimit

### Description
Prepare a new trailing buy stop-limit order.

### Method
`static Order TrailingBuyStopLimit(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step=0, OrderTimeInForce tif=OrderTimeInForce::GTC, uint64_t max_visible_quantity=std::numeric_limits< uint64_t >::max()) noexcept`

### Parameters
#### Path Parameters
- **id** (uint64_t) - Required - The unique identifier for the order.
- **symbol** (uint32_t) - Required - The symbol identifier.
- **stop_price** (uint64_t) - Required - The initial stop price.
- **price** (uint64_t) - Required - The limit price for the order.
- **quantity** (uint64_t) - Required - The quantity of the order.
- **trailing_distance** (int64_t) - Required - The distance to trail the stop price.
- **trailing_step** (int64_t) - Optional - The step size for trailing the stop price (default: 0).
- **tif** (OrderTimeInForce) - Optional - Time in force for the order (default: GTC).
- **max_visible_quantity** (uint64_t) - Optional - Maximum visible quantity for the order (default: max uint64_t).
```

--------------------------------

### Functions starting with 'e'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Functions for checking if an order book is empty and enabling/executing orders.

```APIDOC
## empty()

### Description
Checks if an order book is empty.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## EnableMatching()

### Description
Enables the matching engine in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## ExecuteOrder()

### Description
Executes an order through the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Order Creation Functions

Source: https://chronoxor.github.io/CppTrader/order_8h_source.html

Static factory methods for creating different types of orders.

```APIDOC
## Order Creation Functions

This section details the static factory methods available for creating various order types.

### `Order::SellLimit`

Prepare a new sell limit order.

**Parameters**
- `id` (uint64_t) - Order identifier.
- `symbol` (uint32_t) - Symbol identifier.
- `price` (uint64_t) - Limit price.
- `quantity` (uint64_t) - Order quantity.
- `tif` (OrderTimeInForce, optional) - Time in force, defaults to `OrderTimeInForce::GTC`.
- `max_visible_quantity` (uint64_t, optional) - Maximum visible quantity, defaults to `std::numeric_limits<uint64_t>::max()`.

### `Order::BuyStopLimit`

Prepare a new buy stop-limit order.

**Parameters**
- `id` (uint64_t) - Order identifier.
- `symbol` (uint32_t) - Symbol identifier.
- `stop_price` (uint64_t) - Stop price.
- `price` (uint64_t) - Limit price.
- `quantity` (uint64_t) - Order quantity.
- `tif` (OrderTimeInForce, optional) - Time in force, defaults to `OrderTimeInForce::GTC`.
- `max_visible_quantity` (uint64_t, optional) - Maximum visible quantity, defaults to `std::numeric_limits<uint64_t>::max()`.

### `Order::BuyMarket`

Prepare a new buy market order.

**Parameters**
- `id` (uint64_t) - Order identifier.
- `symbol` (uint32_t) - Symbol identifier.
- `quantity` (uint64_t) - Order quantity.
- `slippage` (uint64_t, optional) - Maximum slippage, defaults to `std::numeric_limits<uint64_t>::max()`.

### `Order::TrailingBuyStop`

Prepare a new trailing buy stop order.

**Parameters**
- `id` (uint64_t) - Order identifier.
- `symbol` (uint32_t) - Symbol identifier.
- `stop_price` (uint64_t) - Stop price.
- `quantity` (uint64_t) - Order quantity.
- `trailing_distance` (int64_t) - Trailing distance.
- `trailing_step` (int64_t, optional) - Trailing step, defaults to 0.
- `tif` (OrderTimeInForce, optional) - Time in force, defaults to `OrderTimeInForce::GTC`.
- `slippage` (uint64_t, optional) - Maximum slippage, defaults to `std::numeric_limits<uint64_t>::max()`.

### `Order::Stop`

Prepare a new stop order.

**Parameters**
- `id` (uint64_t) - Order identifier.
- `symbol` (uint32_t) - Symbol identifier.
- `side` (OrderSide) - Order side (BUY or SELL).
- `stop_price` (uint64_t) - Stop price.
- `quantity` (uint64_t) - Order quantity.
- `tif` (OrderTimeInForce, optional) - Time in force, defaults to `OrderTimeInForce::GTC`.
- `slippage` (uint64_t, optional) - Maximum slippage, defaults to `std::numeric_limits<uint64_t>::max()`.

```

--------------------------------

### Get Buy Stop Level

Source: https://chronoxor.github.io/CppTrader/order__book_8h_source.html

Retrieves the buy stop level for a specific price.

```APIDOC
## GetBuyStopLevel

### Description
Get the order book buy stop level with the given price.

### Method
const LevelNode * GetBuyStopLevel(uint64_t price) const noexcept

### Definition
order_book.inl:38
```

--------------------------------

### Get Best Bid

Source: https://chronoxor.github.io/CppTrader/order__book_8h_source.html

Retrieves the price level node for the best bid order.

```APIDOC
## best_bid

### Description
Get the order book best bid price level.

### Method
const LevelNode * best_bid() const noexcept

### Definition
order_book.h:57
```

--------------------------------

### Market Orders

Source: https://chronoxor.github.io/CppTrader/struct_cpp_trader_1_1_matching_1_1_order_node.html

Static methods to prepare new market orders.

```APIDOC
## Market

### Description
Prepare a new market order.

### Signature
`static Order | Market(uint64_t id, uint32_t symbol, OrderSide side, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

## BuyMarket

### Description
Prepare a new buy market order.

### Signature
`static Order | BuyMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

## SellMarket

### Description
Prepare a new sell market order.

### Signature
`static Order | SellMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`
```

--------------------------------

### Market Data Processing with MarketManager

Source: https://chronoxor.github.io/CppTrader/market_manager_8cpp-example.html

This C++ code snippet demonstrates the main function for processing market data. It initializes a MarketManager and an ITCHHandler, then reads data from standard input and processes it using the ITCHHandler. Ensure that MyMarketHandler and MyITCHHandler are correctly implemented and available.

```cpp
int main(int argc, char** argv)
{
MyMarketHandler market_handler;
MarketManager market(market_handler);
MyITCHHandler itch_handler(market);
// Perform input
size_t size;
uint8_t buffer[8192];
CppCommon::StdInput input;
while ((size = input.Read(buffer, sizeof(buffer))) > 0)
{
// Process the buffer
itch_handler.Process(buffer, size);
}
return 0;
}
```

--------------------------------

### Functions starting with 'd'

Source: https://chronoxor.github.io/CppTrader/functions_func.html

Functions for deleting orders, order books, and symbols, and disabling matching.

```APIDOC
## DeleteOrder()

### Description
Deletes an order from the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## DeleteOrderBook()

### Description
Deletes an order book from the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## DeleteSymbol()

### Description
Deletes a symbol from the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.

## DisableMatching()

### Description
Disables the matching engine in the market manager.

### Method
Not specified (likely a C++ method call)

### Endpoint
N/A

### Parameters
None explicitly defined in source.

### Request Example
N/A

### Response
None explicitly defined in source.
```

--------------------------------

### Main Function for ITCH Data Processing

Source: https://chronoxor.github.io/CppTrader/itch_handler_8cpp-example.html

This main function initializes the custom ITCH handler and reads binary data from standard input, processing it chunk by chunk. Ensure the input stream provides valid ITCH data.

```cpp
int main(int argc, char** argv)
{
MyITCHHandler itch_handler;
// Perform input
size_t size;
uint8_t buffer[8192];
CppCommon::StdInput input;
while ((size = input.Read(buffer, sizeof(buffer))) > 0)
{
// Process the buffer
itch_handler.Process(buffer, size);
}
return 0;
}

```

--------------------------------

### OrderBook::GetNextLevel

Source: https://chronoxor.github.io/CppTrader/order__book_8inl_source.html

Gets the next level node in the order book, either for bids or asks.

```APIDOC
## GetNextLevel OrderBook

### Description
Gets the next level node in the order book, either for bids or asks, relative to the provided level.

### Method
`LevelNode* GetNextLevel(LevelNode* level) noexcept`

### Parameters
- **level** (LevelNode*) - A pointer to the current level node.

### Response
Returns a pointer to the next `LevelNode` in the sequence, or `nullptr` if it's the last level.

### Example
```cpp
LevelNode* current_bid = order_book.GetBid(10000);
if (current_bid) {
    LevelNode* next_bid = order_book.GetNextLevel(current_bid);
    // Process next bid level
}
```
```

--------------------------------

### Order Creation Functions

Source: https://chronoxor.github.io/CppTrader/order_8h_source.html

This section details the static factory methods available for creating different types of orders.

```APIDOC
## Order Creation

This section provides details on the static methods used to create various order types.

### `Order::Market`

Prepare a new market order.

**Signature:**
`static Order Market(uint64_t id, uint32_t symbol, OrderSide side, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::SellMarket`

Prepare a new sell market order.

**Signature:**
`static Order SellMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::Limit`

Prepare a new limit order.

**Signature:**
`static Order Limit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::BuyLimit`

Prepare a new buy limit order.

**Signature:**
`static Order BuyLimit(uint64_t id, uint32_t symbol, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::SellLimit`

Prepare a new sell-limit order.

**Signature:**
`static Order SellLimit(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::StopLimit`

Prepare a new stop-limit order.

**Signature:**
`static Order StopLimit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::SellStop`

Prepare a new sell stop order.

**Signature:**
`static Order SellStop(uint64_t id, uint32_t symbol, uint64_t stop_price, uint64_t quantity, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::TrailingStop`

Prepare a new trailing stop order.

**Signature:**
`static Order TrailingStop(uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step = 0, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t slippage = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::TrailingStopLimit`

Prepare a new trailing stop-limit order.

**Signature:**
`static Order TrailingStopLimit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step = 0, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`

### `Order::TrailingBuyStopLimit`

Prepare a new trailing buy stop-limit order.

**Signature:**
`static Order TrailingBuyStopLimit(uint64_t id, uint32_t symbol, OrderSide side, uint64_t stop_price, uint64_t price, uint64_t quantity, int64_t trailing_distance, int64_t trailing_step = 0, OrderTimeInForce tif = OrderTimeInForce::GTC, uint64_t max_visible_quantity = std::numeric_limits< uint64_t >::max()) noexcept`
```

--------------------------------

### TrailingBuyStop

Source: https://chronoxor.github.io/CppTrader/struct_cpp_trader_1_1_matching_1_1_order.html

Prepares a new trailing buy stop order with specified parameters including ID, symbol, stop price, quantity, trailing distance, trailing step, time-in-force, and slippage.

```APIDOC
## TrailingBuyStop()

### Description
Prepare a new trailing buy stop order.

### Parameters
- `_id_` (uint64_t) - Order identifier.
- `_symbol_` (uint32_t) - Symbol identifier.
- `_stop_price_` (uint64_t) - The price at which the stop order becomes active.
- `_quantity_` (uint64_t) - The number of units to trade.
- `_trailing_distance_` (int64_t) - The distance from the market price to set the stop.
- `_trailing_step_` (int64_t) - The step size for adjusting the stop price, defaults to 0.
- `_tif_` (OrderTimeInForce) - Time in force, defaults to GTC (Good 'Til Cancelled).
- `_slippage_` (uint64_t) - Maximum acceptable slippage, defaults to maximum uint64_t value.
```

--------------------------------

### Prepare Buy Market Order

Source: https://chronoxor.github.io/CppTrader/order_8inl_source.html

Static utility function to create a new buy market order. Allows specifying slippage, which defaults to the maximum possible value.

```cpp
static Order BuyMarket(uint64_t id, uint32_t symbol, uint64_t quantity, uint64_t slippage=std::numeric_limits< uint64_t >::max()) noexcept
```