order_book
0.3.0
Exchange feed order book that prints the best bid and offer
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Here is a list of all documented class members with links to the class documentation for each member:
A
B
C
E
I
K
L
O
P
Q
R
S
T
V
- a -
add() :
order_book::ItchMarket
,
order_book::LevelPool
apply() :
order_book::ItchMarket
,
order_book::OrderBook
ask :
order_book::Bbo
asks :
order_book::BookLevels
- b -
bbo() :
order_book::ItchMarket
,
order_book::LevelPool
,
order_book::OrderBook
bid :
order_book::Bbo
bids :
order_book::BookLevels
- c -
changed :
order_book::LevelPool::Added
- e -
event :
order_book::Message
execute() :
order_book::ItchMarket
- i -
is_avalanching :
order_book::StringHash
is_transparent :
order_book::StringHash
- k -
kind :
order_book::ItchMessage
- l -
level :
order_book::LevelEntry
,
order_book::LevelPool::Added
level_count() :
order_book::ItchMarket
,
order_book::OrderBook
locate :
order_book::ItchMessage
,
order_book::ItchPeek
,
order_book::LevelRecord
- o -
operator()() :
order_book::StringHash
operator== :
order_book::AddOrder
,
order_book::Bbo
,
order_book::DecreaseOrder
,
order_book::DeleteOrder
,
order_book::ExecuteOrder
,
order_book::FillOrder
,
order_book::ItchError
,
order_book::ItchMessage
,
order_book::ItchPeek
,
order_book::Level
,
order_book::NoOp
operator[]() :
order_book::LevelPool
order :
order_book::ItchMessage
,
order_book::ItchPeek
,
order_book::Message
order_count() :
order_book::ItchMarket
,
order_book::OrderBook
orders :
order_book::LevelRecord
- p -
prefetch() :
order_book::ItchMarket
prefetch_distance :
order_book::ItchMarket
prefetch_levels() :
order_book::ItchMarket
prefetch_levels_enabled :
order_book::ItchMarket
price :
order_book::AddOrder
,
order_book::ItchMessage
,
order_book::Level
,
order_book::LevelEntry
- q -
quantity :
order_book::Level
- r -
Reason :
order_book::ItchError
reason :
order_book::ItchError
reduce() :
order_book::LevelPool
remove() :
order_book::ItchMarket
replace() :
order_book::ItchMarket
replacement :
order_book::ItchMessage
- s -
shares :
order_book::AddOrder
,
order_book::DecreaseOrder
,
order_book::ExecuteOrder
,
order_book::ItchMessage
side :
order_book::AddOrder
,
order_book::ItchMessage
,
order_book::LevelRecord
size :
order_book::ItchError
,
order_book::LevelPool
stock :
order_book::ItchMessage
- t -
ticker :
order_book::Message
time :
order_book::ItchMessage
,
order_book::Message
total :
order_book::LevelRecord
type :
order_book::ItchError
- v -
value :
order_book::ItchError
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