Leka
A low-latency C++20 price-time-priority limit order book and matching engine
▶ Replay viewer
Loading...
Searching...
No Matches
lob::OrderBook Member List

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

addOrder(OrderId orderId, Price price, Quantity quantity, Timestamp timestamp, OrderSide orderSide, OrderType orderType, SequenceNumber sequenceNumber)lob::OrderBook
addRestingRemainder(OrderId orderId, Price price, Quantity originalQuantity, Quantity remainingQuantity, Timestamp timestamp, OrderSide orderSide, OrderType orderType, SequenceNumber sequenceNumber)lob::OrderBook
cancelOrder(const OrderId &orderId)lob::OrderBook
captureSnapshot(BookSnapshot &out, std::size_t depth) constlob::OrderBook
DefaultLevelCountlob::OrderBookstatic
findOrder(const OrderId &orderId)lob::OrderBook
findOrder(const OrderId &orderId) constlob::OrderBook
getAskLevelCount() constlob::OrderBookinline
getBestAsk()lob::OrderBook
getBestAsk() constlob::OrderBook
getBestBid()lob::OrderBook
getBestBid() constlob::OrderBook
getBidLevelCount() constlob::OrderBookinline
operator=(const OrderBook &)=delete (defined in lob::OrderBook)lob::OrderBook
operator=(OrderBook &&)=delete (defined in lob::OrderBook)lob::OrderBook
OrderBook()lob::OrderBook
OrderBook(Price minPrice, Price tickSize, std::size_t levelCount)lob::OrderBook
OrderBook(const OrderBook &)=delete (defined in lob::OrderBook)lob::OrderBook
OrderBook(OrderBook &&)=delete (defined in lob::OrderBook)lob::OrderBook
reduceOrder(const OrderId &orderId, Quantity newQuantity)lob::OrderBook
removeOrder(Order *order)lob::OrderBook
reserveOrderCapacity(std::size_t orderCount)lob::OrderBook
~OrderBook()=default (defined in lob::OrderBook)lob::OrderBook