Types & classes — github.com/Crypto-toolbox/HFT-Orderbook

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Types & classes16 in github.com/Crypto-toolbox/HFT-Orderbook

⨍ Functions 125◇ Types & classes 16

↓ 17 callersClassOrder

Doubly-Linked List Order item. Keeps a reference to root, as well as previous and next order in line. It also performs any and all updates t

↓ 4 callersClassLimitOrderBook

Limit Order Book (LOB) implementation for High Frequency Trading Implementation as described by WK Selph (see header doc string for link).

↓ 2 callersClassLimitLevelTree

AVL BST Root Node.

↓ 1 callersClassLimitLevel

AVL BST node. This Binary Tree implementation balances on each insert. If performance is of concern to you, implementing a bulk-balance

↓ 1 callersClassOrderList

Doubly-Linked List Container Class. Stores head and tail orders, as well as count. Keeps a reference to its parent LimitLevel Instance.

src/CuTest.h:39

src/hftlob.h:16

src/hftlob.h:20

src/hftlob.h:25

src/hftlob.h:14

src/hftlob.h:28

ClassOrderTests

orderbook_tests.py:14

src/hftlob.h:37

src/hftlob.h:32

src/hftlob.h:34