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 variables with links to the class documentation for each member:
A
B
C
E
K
L
O
P
Q
R
S
T
V
- a -
ask :
order_book::Bbo
asks :
order_book::BookLevels
- b -
bid :
order_book::Bbo
bids :
order_book::BookLevels
- c -
changed :
order_book::LevelPool::Added
- e -
event :
order_book::Message
- k -
kind :
order_book::ItchMessage
- l -
level :
order_book::LevelEntry
,
order_book::LevelPool::Added
locate :
order_book::ItchMessage
,
order_book::ItchPeek
,
order_book::LevelRecord
- o -
order :
order_book::ItchMessage
,
order_book::ItchPeek
,
order_book::Message
orders :
order_book::LevelRecord
- p -
prefetch_distance :
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
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
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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