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Functions96 in github.com/0xKitsune/bid_ask_service

↓ 49 callersMethodupdate_asks
Update the asks in the order book with the new bid
src/order_book/btree_set/mod.rs:61
↓ 49 callersMethodupdate_bids
Update the bids in the order book with the new bid
src/order_book/btree_set/mod.rs:10
↓ 10 callersMethodset_quantity
(&mut self, quantity: OrderedFloat<f64>)
src/order_book/price_level/bid.rs:37
↓ 5 callersMethodget_best_ask
Get the best ask in the data structure
src/order_book/btree_set/mod.rs:90
↓ 5 callersMethodget_best_bid
Get the best bid in the data structure
src/order_book/btree_set/mod.rs:39
↓ 5 callersFunctioninitialize_asks
()
benches/btree_set_order_book.rs:28
↓ 5 callersFunctioninitialize_bids
()
benches/btree_set_order_book.rs:14
↓ 5 callersMethodto_string
(&self)
src/exchanges/mod.rs:80
↓ 4 callersMethodget_best_n_asks
Get the best "n" asks in the data structure
src/order_book/btree_set/mod.rs:95
↓ 4 callersMethodget_best_n_bids
Get the best "n" bids in the data structure
src/order_book/btree_set/mod.rs:44
↓ 3 callersMethodcmp
(&self, other: &Self)
src/order_book/price_level/bid.rs:61
↓ 3 callersMethodspawn_bid_ask_service
Spawns the bid-ask service for the order book, with the specified configurations and channels, returning a vec of join handles for each exchange servi
src/order_book/mod.rs:77
↓ 2 callersFunctionget_order_book_snapshot
( pair: &str, order_book_depth: usize, )
src/exchanges/binance/stream.rs:238
↓ 2 callersFunctionget_order_book_snapshot
(pair: &str)
src/exchanges/bitstamp/stream.rs:259
↓ 2 callersMethodget_quantity
(&self)
src/order_book/price_level/bid.rs:34
↓ 2 callersFunctionget_random_ask
(order_book: &BTreeSet<Ask>)
benches/btree_set_order_book.rs:157
↓ 2 callersFunctionget_random_bid
(order_book: &BTreeSet<Bid>)
benches/btree_set_order_book.rs:61
↓ 2 callersFunctionspawn_grpc_server
( router: Router, socket_address: SocketAddr, )
src/server/mod.rs:22
↓ 2 callersFunctionspawn_order_book_stream
Spawns a thread to stream order book updates from Binance
src/exchanges/binance/stream.rs:33
↓ 2 callersFunctionspawn_order_book_stream
( pair: String, exchange_stream_buffer: usize, )
src/exchanges/bitstamp/stream.rs:26
↓ 1 callersMethodbook_summary
Send a stream receiver to the client that will send the latest summary of the aggregated order book on each update
src/server/mod.rs:59
↓ 1 callersMethodcmp
(&self, other: &Self)
src/order_book/price_level/ask.rs:63
↓ 1 callersMethodhandle_order_book_updates
( &self, mut price_level_rx: Receiver<PriceLevelUpdate>, max_order_book_depth: usize,
src/order_book/mod.rs:110
↓ 1 callersFunctioninitialize_tracing
( file_path: &str, level: tracing::metadata::LevelFilter, )
bin/bid_ask_service.rs:131
↓ 1 callersFunctionspawn_bid_ask_service
( server_address: String, )
tests/integration_test.rs:68
↓ 1 callersFunctionspawn_client
( server_address: String, atomic_counter: Arc<AtomicU32>, target_count: u32, )
tests/integration_test.rs:111
↓ 1 callersMethodspawn_order_book_service
Spawn the order book service for the specified exchange
src/exchanges/mod.rs:42
↓ 1 callersFunctionspawn_stream_handler
Spawns a thread to handle order book updates from Binance
src/exchanges/binance/stream.rs:97
↓ 1 callersFunctionspawn_stream_handler
( pair: String, mut ws_stream_rx: Receiver<Message>, price_level_tx: Sender<PriceLevelUpdate>, )
src/exchanges/bitstamp/stream.rs:98
Methodall_exchanges
Return all available exchanges
src/exchanges/mod.rs:66
Functionbench_get_best_ask
(c: &mut Criterion)
benches/btree_set_order_book.rs:201
Functionbench_get_best_bid
(c: &mut Criterion)
benches/btree_set_order_book.rs:105
Functionbench_get_best_n_asks
(c: &mut Criterion)
benches/btree_set_order_book.rs:218
Functionbench_get_best_n_bids
(c: &mut Criterion)
benches/btree_set_order_book.rs:122
Functionbench_insert_ask
(c: &mut Criterion)
benches/btree_set_order_book.rs:145
Functionbench_insert_bid
(c: &mut Criterion)
benches/btree_set_order_book.rs:49
Functionbench_remove_ask
(c: &mut Criterion)
benches/btree_set_order_book.rs:167
Functionbench_remove_bid
(c: &mut Criterion)
benches/btree_set_order_book.rs:71
Functionbench_update_ask
(c: &mut Criterion)
benches/btree_set_order_book.rs:183
Functionbench_update_bid
(c: &mut Criterion)
benches/btree_set_order_book.rs:87
Functionconvert_array_items_to_f64
(deserializer: D)
src/exchanges/exchange_utils.rs:33
Functionconvert_from_string_to_u64
(deserializer: D)
src/exchanges/exchange_utils.rs:40
Functioncreate_ask
()
benches/btree_set_order_book.rs:138
Functioncreate_bid
()
benches/btree_set_order_book.rs:42
Methoddefault
()
src/order_book/price_level/bid.rs:25
Methoddefault
()
src/order_book/price_level/ask.rs:25
Methodeq
(&self, other: &Self)
src/order_book/price_level/bid.rs:46
Methodeq
(&self, other: &Self)
src/order_book/price_level/ask.rs:45
Methodexpecting
(&self, formatter: &mut fmt::Formatter)
src/exchanges/exchange_utils.rs:13
Methodfmt
(&self, f: &mut fmt::Formatter)
src/exchanges/mod.rs:106
Methodfrom_str
(s: &str)
src/exchanges/mod.rs:91
Methodget_exchange
(&self)
src/order_book/price_level/bid.rs:40
Methodget_exchange
(&self)
src/order_book/price_level/ask.rs:39
Methodget_price
(&self)
src/order_book/price_level/bid.rs:31
Methodget_price
(&self)
src/order_book/price_level/ask.rs:30
Methodget_quantity
(&self)
src/order_book/price_level/ask.rs:33
Functionmain
()
build.rs:1
Functionmain
()
bin/bid_ask_service.rs:64
Methodnew
( event_time: usize, first_update_id: u64, final_updated_id: u64, bids: Vec<[f
src/exchanges/binance/stream.rs:214
Methodnew
(channel: &str)
src/exchanges/bitstamp/stream.rs:189
Methodnew
Creates a new instance of AggregatedOrderBook with the specified pair, exchanges, bids, and asks.
src/order_book/mod.rs:66
Methodnew
(price: f64, quantity: f64, exchange: Exchange)
src/order_book/price_level/bid.rs:15
Methodnew
(bids: Vec<Bid>, asks: Vec<Ask>)
src/order_book/price_level/mod.rs:21
Methodnew
(price: f64, quantity: f64, exchange: Exchange)
src/order_book/price_level/ask.rs:15
Methodnew
(summary_buffer: usize)
src/server/mod.rs:41
Methodparse_exchanges
Parse a list of exchanges from a comma separated String into a Vec<Exchange>
src/exchanges/mod.rs:71
Methodpartial_cmp
(&self, other: &Self)
src/order_book/price_level/bid.rs:55
Methodpartial_cmp
(&self, other: &Self)
src/order_book/price_level/ask.rs:54
Methodset_quantity
(&mut self, quantity: OrderedFloat<f64>)
src/order_book/price_level/ask.rs:36
Methodspawn_order_book_service
( pair: [&str; 2], order_book_depth: usize, exchange_stream_buffer: usize, pri
src/exchanges/binance/mod.rs:16
Methodspawn_order_book_service
( pair: [&str; 2], _order_book_depth: usize, exchange_stream_buffer: usize, pr
src/exchanges/bitstamp/mod.rs:20
Functiontest_ask_equal
()
src/order_book/price_level/ask.rs:181
Functiontest_ask_greater
()
src/order_book/price_level/ask.rs:154
Functiontest_ask_less
()
src/order_book/price_level/ask.rs:106
Functiontest_bid_ask_service
()
src/order_book/mod.rs:285
Functiontest_bid_ask_service
()
tests/integration_test.rs:29
Functiontest_bid_equal
()
src/order_book/price_level/bid.rs:165
Functiontest_bid_greater
()
src/order_book/price_level/bid.rs:100
Functiontest_bid_less
()
src/order_book/price_level/bid.rs:125
Functiontest_get_best_n_asks
()
src/order_book/btree_set/mod.rs:526
Functiontest_get_best_n_bids
()
src/order_book/btree_set/mod.rs:302
Functiontest_get_order_book_snapshot
()
src/exchanges/binance/stream.rs:273
Functiontest_get_order_book_snapshot
()
src/exchanges/bitstamp/stream.rs:285
Functiontest_insert_ask
()
src/order_book/btree_set/mod.rs:349
Functiontest_insert_ask_past_max_depth
()
src/order_book/btree_set/mod.rs:391
Functiontest_insert_bid
()
src/order_book/btree_set/mod.rs:125
Functiontest_insert_bid_past_max_depth
()
src/order_book/btree_set/mod.rs:167
Functiontest_remove_ask
()
src/order_book/btree_set/mod.rs:430
Functiontest_remove_bid
()
src/order_book/btree_set/mod.rs:207
Functiontest_spawn_order_book_service
Test the Binance WS connection for 1000 price level updates
src/exchanges/binance/mod.rs:63
Functiontest_spawn_order_book_service
()
src/exchanges/bitstamp/mod.rs:60
Functiontest_spawn_order_book_stream
Test the Binance WS connection for 50 order book updates
src/exchanges/binance/stream.rs:284
Functiontest_spawn_order_book_stream
()
src/exchanges/bitstamp/stream.rs:295
Functiontest_update_ask
()
src/order_book/btree_set/mod.rs:473
Functiontest_update_bid
()
src/order_book/btree_set/mod.rs:250
Methodvisit_seq
(self, mut seq: A)
src/exchanges/exchange_utils.rs:17