Slick OrderBook 1.1.0
High-Performance C++23 OrderBook Library
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slick::orderbook::OrderBookL2 Member List

This is the complete list of members for slick::orderbook::OrderBookL2, including all inherited members.

addObserver(std::shared_ptr< IOrderBookObserver > observer)slick::orderbook::OrderBookL2inline
cached_best_ask_slick::orderbook::OrderBookL2protected
cached_best_bid_slick::orderbook::OrderBookL2protected
cached_tob_slick::orderbook::OrderBookL2protected
change_starting_index_slick::orderbook::OrderBookL2protected
clear(Timestamp timestamp=0)slick::orderbook::OrderBookL2inline
clearObservers() noexceptslick::orderbook::OrderBookL2inline
clearSide(Side side, Timestamp timestamp=0)slick::orderbook::OrderBookL2inline
deleteLevel(Side side, Price price, Timestamp timestamp=0)slick::orderbook::OrderBookL2inline
emitSnapshot(Timestamp timestamp)slick::orderbook::OrderBookL2inline
getBestAsk() const noexceptslick::orderbook::OrderBookL2inline
getBestBid() const noexceptslick::orderbook::OrderBookL2inline
getLastSeqNum() const noexceptslick::orderbook::OrderBookL2inline
getLevel(Side side, Price price) const noexceptslick::orderbook::OrderBookL2inline
getLevelByIndex(Side side, uint16_t index) const noexceptslick::orderbook::OrderBookL2inline
getLevels(Side side, std::size_t depth=0) constslick::orderbook::OrderBookL2inline
getTopOfBook() const noexceptslick::orderbook::OrderBookL2inline
isEmpty(Side side) const noexceptslick::orderbook::OrderBookL2inline
isEmpty() const noexceptslick::orderbook::OrderBookL2inline
last_seq_num_slick::orderbook::OrderBookL2protected
levelCount(Side side) const noexceptslick::orderbook::OrderBookL2inline
notifyTopOfBookIfChanged(Timestamp timestamp)slick::orderbook::OrderBookL2inlineprotected
observerCount() const noexceptslick::orderbook::OrderBookL2inline
observers_slick::orderbook::OrderBookL2protected
operator=(const OrderBookL2 &)=deleteslick::orderbook::OrderBookL2
operator=(OrderBookL2 &&) noexceptslick::orderbook::OrderBookL2inline
OrderBookL2(SymbolId symbol, std::size_t initial_capacity=32)slick::orderbook::OrderBookL2inlineexplicit
OrderBookL2(const OrderBookL2 &)=deleteslick::orderbook::OrderBookL2
OrderBookL2(OrderBookL2 &&) noexceptslick::orderbook::OrderBookL2inline
removeObserver(const std::shared_ptr< IOrderBookObserver > &observer)slick::orderbook::OrderBookL2inline
sides_slick::orderbook::OrderBookL2protected
symbol() const noexceptslick::orderbook::OrderBookL2inline
symbol_slick::orderbook::OrderBookL2protected
tob_seq_slick::orderbook::OrderBookL2protected
updateLevel(Side side, Price price, Quantity quantity, Timestamp timestamp, uint64_t seq_num=0, bool is_last_in_batch=true)slick::orderbook::OrderBookL2inline
~OrderBookL2()=defaultslick::orderbook::OrderBookL2virtual