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Merged
juniorep merged 2 commits into from
Jul 10, 2026
Merged

updates #25

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68e1b92
updates
bbalouki Jul 10, 2026
9b17881
updates
bbalouki Jul 10, 2026
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12 changes: 6 additions & 6 deletions CONTRIBUTING.md
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Original file line number Diff line number Diff line change
Expand Up @@ -20,14 +20,14 @@ ctest --test-dir build --output-on-failure

Optional features are off by default and enabled with:

- `-DITCH_BUILD_BENCHMARKS=ON` — Google Benchmark suites.
- `-DITCH_BUILD_FUZZERS=ON` — libFuzzer targets (Clang only).
- `-DITCH_BUILD_TOOLS=ON` — the `itch-tool` CLI.
- `-DITCH_BUILD_PYTHON=ON` — the pybind11 Python bindings (needs the `python`
- `-DITCH_BUILD_BENCHMARKS=ON`, Google Benchmark suites.
- `-DITCH_BUILD_FUZZERS=ON`, libFuzzer targets (Clang only).
- `-DITCH_BUILD_TOOLS=ON`, the `itch-tool` CLI.
- `-DITCH_BUILD_PYTHON=ON`, the pybind11 Python bindings (needs the `python`
vcpkg feature: `-DVCPKG_MANIFEST_FEATURES=python`).
- `-DITCH_WITH_ARROW=ON` — Apache Arrow / Parquet export (needs the `arrow`
- `-DITCH_WITH_ARROW=ON`, Apache Arrow / Parquet export (needs the `arrow`
vcpkg feature: `-DVCPKG_MANIFEST_FEATURES=arrow`).
- `-DITCH_BUILD_DOCUMENTATION=ON` — the Doxygen `docs` target. Build it with
- `-DITCH_BUILD_DOCUMENTATION=ON`, the Doxygen `docs` target. Build it with
`cmake --build build --target docs` (needs Doxygen; the modern theme is fetched
automatically). Output is written to `docs/html`. The same documentation is
published to GitHub Pages from `main` by `.github/workflows/docs.yml`.
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8 changes: 4 additions & 4 deletions python/README.md
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@@ -1,4 +1,4 @@
# itchcpp — a fast, drop-in backend for the pure-Python `itch` package
# itchcpp, a fast, drop-in backend for the pure-Python `itch` package

`itchcpp` is a native (C++) NASDAQ TotalView-ITCH 5.0 parser, order-book engine,
and analytics layer exposed to Python via pybind11. It is built to be a
Expand Down Expand Up @@ -46,7 +46,7 @@ event (`S` with `event_code == b"C"`).

## What is exposed

- **`itchcpp.messages`** — every message class under its exact upstream name
- **`itchcpp.messages`**, every message class under its exact upstream name
(`SystemEventMessage`, `StockDirectoryMessage`, `AddOrderNoMPIAttributionMessage`,
`AddOrderMPIDAttribution`, `OrderExecutedMessage`, `NonCrossTradeMessage`,
`CrossTradeMessage`, `NOIIMessage`, `MWCBDeclineLeveMessage`,
Expand All @@ -59,10 +59,10 @@ event (`S` with `event_code == b"C"`).
`to_bytes()`, `set_timestamp(ts1, ts2)`, `split_timestamp()`,
`get_attributes(call_able=False)`, plus the `message_type`, `description`,
`message_size`, and `price_precision` metadata.
- **`itchcpp.parser.MessageParser`** — `parse_file`, `parse_stream`,
- **`itchcpp.parser.MessageParser`**, `parse_file`, `parse_stream`,
`parse_messages(data, callback)`, `get_message_type(bytes)`, and the `message_type`
filter.
- **`itchcpp.indicators`** — the field code lookup tables (`SYSTEM_EVENT_CODES`,
- **`itchcpp.indicators`**, the field code lookup tables (`SYSTEM_EVENT_CODES`,
`MARKET_CATEGORY`, `TRADING_STATES`, `ISSUE_SUB_TYPE_VALUES`, ...).
- **Native extras** (not part of the pure-Python API): `itchcpp.book`
(`BookManager`, `L3Book`, `Bbo`) for single-pass order-book reconstruction, and
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