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Pro feature
Order book — low-level design
The critical path, structure by structure: the bitmask order index, the pre-allocated record pool, the lock-free snapshot.
- ✓Animated NEW / MODIFY / CANCEL / TRADE through the real structures
- ✓How updates stay ultra-low-latency: no malloc, lock or syscall
- ✓How the event fires — single writer per book, lock-free readers