orderbook_l3.hpp File Reference

#include <slick/orderbook/config.hpp>
#include <slick/orderbook/types.hpp>
#include <slick/orderbook/events.hpp>
#include <slick/orderbook/observer.hpp>
#include <slick/orderbook/detail/price_level_l2.hpp>
#include <slick/orderbook/detail/price_level_l3.hpp>
#include <slick/orderbook/detail/order.hpp>
#include <slick/orderbook/detail/order_map.hpp>
#include <slick/orderbook/detail/memory_pool.hpp>
#include <slick/orderbook/detail/flat_map.hpp>
#include <slick/orderbook/detail/intrusive_list.hpp>
#include <memory>
#include <algorithm>
#include <vector>
#include <array>
#include <tuple>
#include <functional>

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Classes
class	slick::orderbook::OrderBookL3
	Level 3 OrderBook - Individual order tracking with price-time priority. More...
struct	slick::orderbook::OrderBookL3::PriceComparator

Namespaces
namespace	slick
namespace	slick::orderbook

Functions
template<>
const detail::PriceLevelL3 *	slick::orderbook::OrderBookL3::getBestLevel< Side::Buy > () const noexcept
template<>
const detail::PriceLevelL3 *	slick::orderbook::OrderBookL3::getBestLevel< Side::Sell > () const noexcept