Hammering Away at the NBBO Persistence
It's been a hard day. I've been working on my NBBO Engine all day, and the vast majority of it on the persistence of the engine to the Broker's configuration service. It's really a very nice way of doing things - give that I already had the Broker connectivity down. You can simply send variant values to the config service, and it'll store them under a key. Simple stuff - if you can get everything organized properly.
The problem today was that the trie and it's structure. I needed to be able to pack up all the individual components of the trie, but I also needed to be able to pack up the connectivity structure. This means that I needed to be able to put a little more metadata into the packing than I had originally planned, but it all worked out - I think.
I need to get this code to compile - I'm sure I forgot a dozen namespaces here or there, and then I need to build a test frame that will take messages and record the output NBBO messages. It's not very hard, it's just going to take time.
It was a hard day... but I'm glad I pushed through it.