- Generated by
1.9.8
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Slick OrderBook 1.1.0
High-Performance C++23 OrderBook Library
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This is the complete list of members for slick::orderbook::OrderBookL3, including all inherited members.
| addObserver(std::shared_ptr< IOrderBookObserver > observer) | slick::orderbook::OrderBookL3 | inline |
| addOrder(OrderId order_id, Side side, Price price, Quantity quantity, Timestamp timestamp, uint64_t priority=0, uint64_t seq_num=0, bool is_last_in_batch=true) | slick::orderbook::OrderBookL3 | inline |
| addOrModifyOrder(OrderId order_id, Side side, Price price, Quantity quantity, Timestamp timestamp, uint64_t priority, uint64_t seq_num=0, bool is_last_in_batch=true) | slick::orderbook::OrderBookL3 | inline |
| cached_tob_ | slick::orderbook::OrderBookL3 | protected |
| calculateLevelIndex(Side side, Price price) const noexcept | slick::orderbook::OrderBookL3 | inlineprotected |
| change_starting_index_ | slick::orderbook::OrderBookL3 | protected |
| clear(Timestamp timestamp=0) | slick::orderbook::OrderBookL3 | inline |
| clearObservers() noexcept | slick::orderbook::OrderBookL3 | inline |
| clearSide(Side side, Timestamp timestamp=0) | slick::orderbook::OrderBookL3 | inline |
| deleteOrder(OrderId order_id, Timestamp timestamp, uint64_t seq_num=0, bool is_last_in_batch=true) | slick::orderbook::OrderBookL3 | inline |
| emitSnapshot(Timestamp timestamp) | slick::orderbook::OrderBookL3 | inline |
| executeOrder(OrderId order_id, Quantity executed_quantity, Timestamp timestamp, uint64_t seq_num=0, bool is_last_in_batch=true) | slick::orderbook::OrderBookL3 | inlinevirtual |
| findOrder(OrderId order_id) const noexcept | slick::orderbook::OrderBookL3 | inline |
| getBestAsk() const noexcept | slick::orderbook::OrderBookL3 | inline |
| getBestBid() const noexcept | slick::orderbook::OrderBookL3 | inline |
| getBestLevel() const noexcept | slick::orderbook::OrderBookL3 | |
| getLastSeqNum() const noexcept | slick::orderbook::OrderBookL3 | inline |
| getLevel(Side side, Price price) const noexcept | slick::orderbook::OrderBookL3 | inline |
| getLevel(Side side, Price price) noexcept | slick::orderbook::OrderBookL3 | inline |
| getLevelByIndex(Side side, uint16_t index) const noexcept | slick::orderbook::OrderBookL3 | inline |
| getLevelsL2(Side side, std::size_t depth=0) const | slick::orderbook::OrderBookL3 | inline |
| getLevelsL3(Side side) const noexcept | slick::orderbook::OrderBookL3 | inline |
| getOrCreateLevel(Side side, Price price) | slick::orderbook::OrderBookL3 | inlineprotected |
| getTopOfBook() const noexcept | slick::orderbook::OrderBookL3 | inline |
| interested_num_levels_ | slick::orderbook::OrderBookL3 | protected |
| isEmpty(Side side) const noexcept | slick::orderbook::OrderBookL3 | inline |
| isEmpty() const noexcept | slick::orderbook::OrderBookL3 | inline |
| last_seq_num_ | slick::orderbook::OrderBookL3 | protected |
| levelCount(Side side) const noexcept | slick::orderbook::OrderBookL3 | inline |
| levels_ | slick::orderbook::OrderBookL3 | protected |
| modifyOrder(OrderId order_id, Price new_price, Quantity new_quantity, Timestamp new_timestamp, uint64_t new_priority=0, uint64_t seq_num=0, bool is_last_in_batch=true) | slick::orderbook::OrderBookL3 | inline |
| notifyOrderDelete(const detail::Order *order, Timestamp timestamp, uint16_t level_index, uint8_t change_flags, uint64_t seq_num) const | slick::orderbook::OrderBookL3 | inlineprotected |
| notifyOrderUpdate(const detail::Order *order, Quantity old_quantity, Price old_price, Timestamp timestamp, uint16_t level_index, uint8_t change_flags, uint64_t seq_num) const | slick::orderbook::OrderBookL3 | inlineprotected |
| notifyPriceLevelUpdate(Timestamp timestamp, Side side, Price price, Quantity total_quantity, size_t order_count, uint16_t level_index, uint8_t change_flags, uint64_t seq_num) const | slick::orderbook::OrderBookL3 | inlineprotected |
| notifyTopOfBookIfChanged(Timestamp timestamp) | slick::orderbook::OrderBookL3 | inlineprotected |
| notifyTrade(OrderId passive_order_id, OrderId aggressive_order_id, Side aggressor_side, Price price, Quantity quantity, Timestamp timestamp) const | slick::orderbook::OrderBookL3 | inlineprotected |
| observerCount() const noexcept | slick::orderbook::OrderBookL3 | inline |
| observers_ | slick::orderbook::OrderBookL3 | protected |
| operator=(const OrderBookL3 &)=delete | slick::orderbook::OrderBookL3 | |
| operator=(OrderBookL3 &&) noexcept=default | slick::orderbook::OrderBookL3 | |
| order_map_ | slick::orderbook::OrderBookL3 | protected |
| order_pool_ | slick::orderbook::OrderBookL3 | protected |
| OrderBookL3(SymbolId symbol, std::size_t interested_num_levels=10, std::size_t initial_order_capacity=1024, std::size_t initial_level_capacity=32) | slick::orderbook::OrderBookL3 | inlineexplicit |
| OrderBookL3(const OrderBookL3 &)=delete | slick::orderbook::OrderBookL3 | |
| OrderBookL3(OrderBookL3 &&) noexcept=default | slick::orderbook::OrderBookL3 | |
| orderCount() const noexcept | slick::orderbook::OrderBookL3 | inline |
| orderCount(Side side) const noexcept | slick::orderbook::OrderBookL3 | inline |
| PriceLevelMap typedef | slick::orderbook::OrderBookL3 | |
| releaseSide(Side side) noexcept | slick::orderbook::OrderBookL3 | inlineprotected |
| removeLevelIfEmpty(Side side, Price price) noexcept | slick::orderbook::OrderBookL3 | inlineprotected |
| removeObserver(const std::shared_ptr< IOrderBookObserver > &observer) | slick::orderbook::OrderBookL3 | inline |
| symbol() const noexcept | slick::orderbook::OrderBookL3 | inline |
| symbol_ | slick::orderbook::OrderBookL3 | protected |
| ~OrderBookL3() | slick::orderbook::OrderBookL3 | inlinevirtual |
1.9.8