Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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lob::MatchingEngine Member List

This is the complete list of members for lob::MatchingEngine, including all inherited members.

MatchingEngine(OrderBook &orderBook)lob::MatchingEngineexplicit
MatchingEngine(const MatchingEngine &)=delete (defined in lob::MatchingEngine)lob::MatchingEngine
operator=(const MatchingEngine &)=delete (defined in lob::MatchingEngine)lob::MatchingEngine
processEvent(const OrderEvent &event)lob::MatchingEngine
processEvent(const OrderEvent &event, std::vector< Execution > &out)lob::MatchingEngine
processOrder(OrderId orderId, Price price, Quantity quantity, Timestamp timestamp, OrderSide orderSide, OrderType orderType)lob::MatchingEngine
processOrder(OrderId orderId, Price price, Quantity quantity, Timestamp timestamp, OrderSide orderSide, OrderType orderType, std::vector< Execution > &out)lob::MatchingEngine
processOrder(const OrderEvent &event)lob::MatchingEngine