Functions — github.com/Crypto-toolbox/HFT-Orderbook

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Functions125 in github.com/Crypto-toolbox/HFT-Orderbook

⨍ Functions 125◇ Types & classes 16

↓ 65 callersFunctioncreateDummyLimit

* Return a Limit struct pointer */

src/testCases.c:16

↓ 20 callersFunctionaddNewLimit

src/limits.c:23

↓ 16 callersFunctionCuStringAppend

src/CuTest.c:63

↓ 13 callersFunctioncreateDummyTree

* Convenience function to ease setup of tests. */

src/testCases.c:27

↓ 12 callersMethodprocess

Processes the given order. If the order's size is 0, it is removed from the book. If its size isn't zero and it exists within the bo

↓ 11 callersFunctiongetBalanceFactor

src/utils.c:193

↓ 10 callersFunctioninitOrder

↓ 10 callersFunctionlimitIsRoot

↓ 10 callersFunctionpushOrder

src/orders.c:11

↓ 8 callersFunctiongetHeight

src/utils.c:155

↓ 7 callersFunctioncreateRoot

src/limits.c:12

↓ 6 callersFunctionCuStringAppendFormat

src/CuTest.c:86

↓ 6 callersFunctionhasGrandpa

↓ 6 callersFunctionlimitExists

↓ 5 callersFunctiongetMinimumLimit

src/utils.c:122

↓ 4 callersFunctionCuFail_Line

src/CuTest.c:160

↓ 4 callersFunctiongetGrandpa

src/utils.c:111

↓ 4 callersFunctiongetMaximumLimit

src/utils.c:142

↓ 4 callersFunctionpopOrder

src/orders.c:39

↓ 4 callersFunctionreplaceLimitInParent

src/limits.c:70

↓ 3 callersMethod_replace_node_in_parent

Replaces Node in parent on a delete() call. :param new_value: LimitLevel() instance :return:

↓ 3 callersMethodappend

Append an order. :param order: Order() instance :return:

↓ 3 callersMethodbalance_grandpa

Checks if our grandparent needs rebalancing. :return:

↓ 3 callersFunctioninitLimit

↓ 3 callersFunctionpushToQueue

src/datastructs.c:7

↓ 3 callersFunctionremoveLimit

src/limits.c:95

↓ 3 callersFunctionremoveOrder

src/orders.c:68

↓ 3 callersFunctionrotateLeftLeft

↓ 3 callersFunctionrotateRightRight

↓ 2 callersFunctionCuFailInternal

src/CuTest.c:148

↓ 2 callersFunctionCuStringInit

src/CuTest.c:32

↓ 2 callersFunctionCuStringResize

src/CuTest.c:57

↓ 2 callersFunctionCuSuiteNew

src/CuTest.c:245

↓ 2 callersMethod__repr__

↓ 2 callersMethod__str__

↓ 2 callersMethod_ll_case

Rotate Nodes for LL Case. Reference: https://en.wikipedia.org/wiki/File:Tree_Rebalancing.gif :return:

↓ 2 callersMethod_rr_case

Rotate Nodes for RR Case. Reference: https://en.wikipedia.org/wiki/File:Tree_Rebalancing.gif :return:

↓ 2 callersMethodcheck_levels_format

orderbook_tests.py:102

↓ 2 callersMethodinsert

Iterative AVL Insert method to insert a new Node. Inserts a new node and calls the grand-parent's balance() method - but only if it i

↓ 2 callersMethodlevels

Returns the price levels as a dict {'bids': [bid1, ...], 'asks': [ask1, ...]} :param depth: Desired number of levels on each side to

↓ 2 callersMethodload_book

orderbook_tests.py:90

↓ 2 callersMethodremove

Deletes this limit level. :return:

↓ 2 callersFunctionrotateLeftRight

↓ 2 callersFunctionrotateRightLeft

↓ 1 callersFunctionCuStrAlloc

src/CuTest.c:14

↓ 1 callersFunctionCuStrCopy

src/CuTest.c:20

↓ 1 callersFunctionCuStringInsert

src/CuTest.c:96

↓ 1 callersFunctionCuStringNew

src/CuTest.c:40

↓ 1 callersFunctionCuSuiteAdd

src/CuTest.c:266

↓ 1 callersFunctionCuSuiteAddSuite

src/CuTest.c:273

↓ 1 callersFunctionCuSuiteDetails

src/CuTest.c:305

↓ 1 callersFunctionCuSuiteInit

src/CuTest.c:238

↓ 1 callersFunctionCuSuiteRun

src/CuTest.c:283

↓ 1 callersFunctionCuSuiteSummary

src/CuTest.c:294

↓ 1 callersFunctionCuTestDelete

src/CuTest.c:129

↓ 1 callersFunctionCuTestInit

src/CuTest.c:112

↓ 1 callersFunctionCuTestRun

src/CuTest.c:136

↓ 1 callersFunctionHFTLobGetSuite

src/testCases.c:898

↓ 1 callersFunctionRunAllTests

src/testCases.c:930

↓ 1 callersMethod_lr_case

Rotate Nodes for LR Case. Reference: https://en.wikipedia.org/wiki/File:Tree_Rebalancing.gif :return:

↓ 1 callersMethod_rl_case

Rotate Nodes for RL case. Reference: https://en.wikipedia.org/wiki/File:Tree_Rebalancing.gif :return:

↓ 1 callersMethodadd

Adds a new LimitLevel to the book and appends the given order to it. :param order: Order() Instance :return:

↓ 1 callersMethodappend

Wrapper function to make appending to Order List simpler. :param order: Order() Instance :return:

↓ 1 callersMethodbalance

Call the rotation method relevant to this Node's balance factor. This call works itself up the tree recursively. :return:

↓ 1 callersFunctioninitQueue

↓ 1 callersFunctionpopFromQueue

src/datastructs.c:21

↓ 1 callersMethodpop_from_list

Pops this item from the DoublyLinkedList it belongs to. :return: Order() instance values as tuple

↓ 1 callersMethodremove

Removes an order from the book. If the Limit Level is then empty, it is also removed from the book's relevant tree. If the r

↓ 1 callersMethodupdate

Updates an existing order in the book. It also updates the order's related LimitLevel's size, accordingly. :param order: :re

FunctionCuAssertDblEquals_LineMsg

src/CuTest.c:214

FunctionCuAssertIntEquals_LineMsg

src/CuTest.c:205

FunctionCuAssertPtrEquals_LineMsg

src/CuTest.c:224

FunctionCuAssertStrEquals_LineMsg

src/CuTest.c:180

FunctionCuAssert_Line

src/CuTest.c:174

FunctionCuStringAppendChar

src/CuTest.c:78

FunctionCuStringDelete

src/CuTest.c:50

FunctionCuSuiteDelete

src/CuTest.c:252

FunctionCuTestNew

src/CuTest.c:122

FunctionTestAddNewLimit

src/testCases.c:381

FunctionTestBalanceBranch

src/testCases.c:888

FunctionTestCreateDummyTree

src/testCases.c:43

FunctionTestCreateRoot

src/testCases.c:368

FunctionTestGetBalanceFactor

src/testCases.c:623

FunctionTestGetGrandpa

src/testCases.c:517

FunctionTestGetHeight

src/testCases.c:595

FunctionTestGetMaximumLimit

src/testCases.c:543

FunctionTestGetMinimumLimit

src/testCases.c:569

FunctionTestHasGrandpa

src/testCases.c:491

FunctionTestLimitExists

src/testCases.c:432

FunctionTestLimitIsRoot

src/testCases.c:466

FunctionTestOrderPopping

src/testCases.c:193

FunctionTestOrderPushing

src/testCases.c:74

FunctionTestRemoveLimit

src/testCases.c:686

FunctionTestRemoveOrder

src/testCases.c:296

FunctionTestReplaceLimitInParent

src/testCases.c:669

FunctionTestRotateLL

src/testCases.c:740

FunctionTestRotateLR

src/testCases.c:778

FunctionTestRotateRL

src/testCases.c:850

FunctionTestRotateRR

src/testCases.c:816

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