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Daniel Esambu
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Leka
A low-latency C++20 price-time-priority limit order book and matching engine
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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
D
E
F
G
I
L
M
N
O
P
Q
R
S
T
~
- a -
addOrder() :
lob::OrderBook
,
lob::OrderIndex
,
lob::PriceLevel
addRestingRemainder() :
lob::OrderBook
allocate() :
lob::OrderPool
- b -
best() :
lob::PriceLadder
bestAskRaw :
lob::BookSnapshot
bestBidRaw :
lob::BookSnapshot
bidLevelCount :
lob::BookSnapshot
bids :
lob::BookSnapshot
- c -
cancelOrder() :
lob::OrderBook
captureSnapshot() :
lob::OrderBook
- d -
DefaultLevelCount :
lob::OrderBook
- e -
Execution() :
lob::Execution
- f -
findOrder() :
lob::OrderBook
,
lob::OrderIndex
forEachOccupied() :
lob::PriceLadder
- g -
generate() :
lob::OrderIdGenerator
,
lob::SequenceNumberGenerator
getAskLevelCount() :
lob::OrderBook
getBestAsk() :
lob::OrderBook
getBestBid() :
lob::OrderBook
getBidLevelCount() :
lob::OrderBook
getCancelOrder() :
lob::OrderEvent
getEventType() :
lob::OrderEvent
getExecutionPrice() :
lob::Execution
getExecutionQuantity() :
lob::Execution
getHeadOrder() :
lob::PriceLevel
getId() :
lob::OrderId
getIncomingOrderId() :
lob::Execution
getLiveOrderCount() :
lob::OrderPool
getNewOrder() :
lob::OrderEvent
getNextOrder() :
lob::Order
getOrderCount() :
lob::PriceLevel
getOrderId() :
lob::Order
getOrderSide() :
lob::Order
getOrderType() :
lob::Order
getOriginalQuantity() :
lob::Order
getPageCount() :
lob::OrderPool
getPreviousOrder() :
lob::Order
getPrice() :
lob::Order
,
lob::Price
,
lob::PriceLevel
getPriceLevel() :
lob::Order
getQuantity() :
lob::Quantity
getReduceOrder() :
lob::OrderEvent
getRemainingQuantity() :
lob::Order
getRestingOrderId() :
lob::Execution
getSequenceNumber() :
lob::Order
,
lob::SequenceNumber
getTailOrder() :
lob::PriceLevel
getTimestamp() :
lob::Order
,
lob::Timestamp
getTotalQuantity() :
lob::PriceLevel
- i -
isBuy() :
lob::Order
isEmpty() :
lob::PriceLevel
isFullyFilled() :
lob::Order
isLimit() :
lob::Order
isMarket() :
lob::Order
isSell() :
lob::Order
isValid() :
lob::Execution
,
lob::Order
,
lob::OrderId
,
lob::Price
,
lob::Quantity
,
lob::SequenceNumber
,
lob::Timestamp
- l -
levelAt() :
lob::PriceLadder
- m -
markEmpty() :
lob::PriceLadder
markOccupied() :
lob::PriceLadder
MatchingEngine() :
lob::MatchingEngine
- n -
newQuantity :
lob::ReduceOrder
npos :
lob::PriceLadder
- o -
occupiedCount() :
lob::PriceLadder
operator+() :
lob::Quantity
operator<=>() :
lob::Price
,
lob::Quantity
,
lob::SequenceNumber
,
lob::Timestamp
Order() :
lob::Order
OrderBook() :
lob::OrderBook
orderCount :
lob::BookSnapshotLevel
OrderEvent() :
lob::OrderEvent
OrderId() :
lob::OrderId
orderId :
lob::CancelOrder
,
lob::NewOrder
,
lob::ReduceOrder
OrderPool() :
lob::OrderPool
orderSide :
lob::NewOrder
orderType :
lob::NewOrder
- p -
Page() :
lob::OrderPool::Page
Price() :
lob::Price
price :
lob::NewOrder
PriceLadder() :
lob::PriceLadder
PriceLevel() :
lob::PriceLevel
priceRaw :
lob::BookSnapshotLevel
processEvent() :
lob::MatchingEngine
processOrder() :
lob::MatchingEngine
- q -
Quantity() :
lob::Quantity
quantity :
lob::BookSnapshotLevel
,
lob::NewOrder
- r -
reduceOrder() :
lob::OrderBook
reduceRemainingQuantity() :
lob::Order
reduceTotalQuantity() :
lob::PriceLevel
release() :
lob::OrderPool
removeOrder() :
lob::OrderBook
,
lob::OrderIndex
,
lob::PriceLevel
reserve() :
lob::OrderIndex
,
lob::OrderPool
reserveOrderCapacity() :
lob::OrderBook
reset() :
lob::BookSnapshot
- s -
sequence :
lob::BookSnapshot
SequenceNumber() :
lob::SequenceNumber
setNextOrder() :
lob::Order
setPreviousOrder() :
lob::Order
setPriceLevel() :
lob::Order
setRemainingQuantity() :
lob::Order
size() :
lob::OrderIndex
sizeApprox() :
lob::SpscEventQueue< Capacity >
- t -
Timestamp() :
lob::Timestamp
timestamp :
lob::NewOrder
tryPop() :
lob::SpscEventQueue< Capacity >
tryPush() :
lob::SpscEventQueue< Capacity >
tsNs :
lob::BookSnapshot
- ~ -
~OrderPool() :
lob::OrderPool
~Page() :
lob::OrderPool::Page
~SpscEventQueue() :
lob::SpscEventQueue< Capacity >
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