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Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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This is the complete list of members for lob::MatchingEngine, including all inherited members.
| MatchingEngine(OrderBook &orderBook) | lob::MatchingEngine | explicit |
| 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 |