according to perf now a lot of time is spent in here https://github.com/penberg/helix/blob/master/src/nasdaq/itch50_handler.cc#L132
is stock locate constant for a symbol always? what we can do is - in a build file user should define list of symbols + stock locate he need. it's transformed to C/C++ array r switch statement which would contain order book pointer. should be faster than map.find().
according to
perfnow a lot of time is spent in here https://github.com/penberg/helix/blob/master/src/nasdaq/itch50_handler.cc#L132is stock locate constant for a symbol always? what we can do is - in a build file user should define list of symbols + stock locate he need. it's transformed to C/C++ array r
switchstatement which would contain order book pointer. should be faster thanmap.find().