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order_book 0.3.0
Exchange feed order book that prints the best bid and offer
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This is the complete list of members for order_book::ItchMarket, including all inherited members.
| add(const ItchMessage &message) | order_book::ItchMarket | |
| apply(const ItchMessage &message) | order_book::ItchMarket | |
| bbo(std::uint16_t locate) const | order_book::ItchMarket | |
| execute(const ItchMessage &message) | order_book::ItchMarket | |
| level_count() const | order_book::ItchMarket | inline |
| order_count() const | order_book::ItchMarket | inline |
| prefetch(std::uint64_t order, std::uint16_t locate) const | order_book::ItchMarket | |
| prefetch_distance | order_book::ItchMarket | static |
| prefetch_levels(std::uint64_t order, std::uint16_t locate) const | order_book::ItchMarket | |
| prefetch_levels_enabled | order_book::ItchMarket | static |
| remove(const ItchMessage &message) | order_book::ItchMarket | |
| replace(const ItchMessage &message) | order_book::ItchMarket |