Update include/Orderbook.h

include/Orderbook.h

@@ -15,22 +15,21 @@
 #include "Types.h"
 #include "Order.h"
 #include "Trade.h"
+#include "MemoryPool.h"
+
+// GLOBAL MEMORY POOL (25M capacity)
+extern ObjectPool<Order, 25000000> g_OrderPool;
+
+// CUSTOM SPINLOCK (To avoid OS context switch)
+class SpinLock {
+    std::atomic_flag flag = ATOMIC_FLAG_INIT;
+public:
+    void lock() { while(flag.test_and_set(std::memory_order_acquire)) { /* spin */ } }
+    void unlock() { flag.clear(std::memory_order_release); }
+};
 
-/**
- * @brief Citadel/HFT-grade Order Book Matching Engine
- *
- * Design principles:
- *  - Price-Time priority (FIFO within price level)
- *  - O(1) order lookup via hash map
- *  - O(log N) price level access via std::map (red-black tree)
- *  - Support for: GTC, FAK, FOK, GFD, Market, IOC, PostOnly, Iceberg, StopLimit
- *  - Thread-safe: single mutex per book (standard), or lock-free path for benchmarking
- *  - Event callbacks for order lifecycle hooks (trading system integration)
- *  - Level-2 market data feed generation
- */
 class Orderbook {
 public:
-    // ─── Callbacks / Event Hooks ───────────────────────────────────────────────
     using OnTradeCallback   = std::function<void(const Trade&)>;
     using OnOrderCallback   = std::function<void(const Order&)>;
     using OnSnapshotCallback= std::function<void(const OrderbookSnapshot&)>;
@@ -42,12 +41,10 @@ public:
     Orderbook(Orderbook&&)                 = delete;
     Orderbook& operator=(Orderbook&&)      = delete;
 
-    // ─── Core API ─────────────────────────────────────────────────────────────
     Trades   AddOrder   (OrderPointer order);
     void     CancelOrder(OrderId orderId);
     Trades   ModifyOrder(OrderModify order);
 
-    // ─── Query API ────────────────────────────────────────────────────────────
     std::size_t        Size()         const;
     bool               HasOrder(OrderId) const;
     OrderbookSnapshot  GetSnapshot()  const;
@@ -56,23 +53,19 @@ public:
     Price              MidPrice()     const;
     Price              Spread()       const;
 
-    // ─── Statistics ───────────────────────────────────────────────────────────
     uint64_t GetTotalOrders()    const noexcept { return stats_.totalOrders.load();   }
     uint64_t GetTotalTrades()    const noexcept { return stats_.totalTrades.load();   }
     uint64_t GetTotalCancels()   const noexcept { return stats_.totalCancels.load();  }
     uint64_t GetTotalVolume()    const noexcept { return stats_.totalVolume.load();   }
     uint64_t GetSequenceNumber() const noexcept { return stats_.seqNum.load();        }
 
-    // ─── Event Hooks ──────────────────────────────────────────────────────────
     void SetOnTrade(OnTradeCallback cb)    { onTrade_    = std::move(cb); }
     void SetOnOrderAdded(OnOrderCallback cb) { onAdded_ = std::move(cb); }
     void SetOnOrderCancelled(OnOrderCallback cb) { onCancelled_ = std::move(cb); }
 
-    // ─── Stop-Limit Support ──────────────────────────────────────────────────
     void CheckAndTriggerStops(Price lastTrade);
 
 private:
-    // ─── Internal Data Structures ────────────────────────────────────────────
     struct OrderEntry {
         OrderPointer           order;
         OrderPointers::iterator location;
@@ -84,24 +77,21 @@ private:
         enum class Action { Add, Remove, Match };
     };
 
-    // Bid side: highest price first
     std::map<Price, OrderPointers, std::greater<Price>> bids_;
-    // Ask side: lowest price first
     std::map<Price, OrderPointers, std::less<Price>>    asks_;
-    // O(1) lookup by OrderId
     std::unordered_map<OrderId, OrderEntry>             orders_;
-    // Aggregated level data for fast L2 snapshot
     std::unordered_map<Price, LevelData>                levelData_;
-    // Stop orders pending trigger
-    std::multimap<Price, OrderPointer>                  stopBuys_;   // trigger >= price
-    std::multimap<Price, OrderPointer, std::greater<Price>> stopSells_; // trigger <= price
+    std::multimap<Price, OrderPointer>                  stopBuys_;
+    std::multimap<Price, OrderPointer, std::greater<Price>> stopSells_;
 
-    mutable std::mutex ordersMutex_;
+    // USING SPINLOCK INSTEAD OF MUTEX
+    mutable SpinLock ordersMutex_;
+    std::mutex cvMutex_; // Only for sleep/CV
+    
     std::thread        pruneThread_;
     std::condition_variable shutdownCV_;
     std::atomic<bool>  shutdown_{false};
 
-    // ─── Statistics ───────────────────────────────────────────────────────────
     struct Stats {
         std::atomic<uint64_t> totalOrders{0};
         std::atomic<uint64_t> totalTrades{0};
@@ -112,12 +102,10 @@ private:
         std::atomic<Quantity> lastTradeQty{0};
     } stats_;
 
-    // ─── Event Callbacks ─────────────────────────────────────────────────────
     OnTradeCallback   onTrade_;
     OnOrderCallback   onAdded_;
     OnOrderCallback   onCancelled_;
 
-    // ─── Internal Methods ─────────────────────────────────────────────────────
     void     PruneGoodForDayOrders();
     void     CancelOrdersInternal(const OrderIds& ids);
     void     CancelOrderInternal (OrderId orderId);
@@ -133,3 +121,5 @@ private:
     void     OnOrderCancelled  (OrderPointer order);
     void     OnOrderMatched    (Price price, Quantity qty, bool fullyFilled);
 };
+
+}