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github.com/Kautenja/limit-order-book
/ functions
Functions
254 in github.com/Kautenja/limit-order-book
⨍
Functions
254
◇
Types & classes
25
↓ 242 callers
Method
limit
@brief Place a limit order on the limit tree. @param order an order that matches the side of this tree
include/limit_tree.hpp:189
↓ 194 callers
Method
volume
@brief Return the volume at the given limit price. @param price the limit price to get the volume for @returns the volume for the given limit price
include/limit_order_book.hpp:345
↓ 108 callers
Function
t
(e)
docs/jquery.js:2
↓ 102 callers
Method
test
(self)
limit_order_book/test/test_limit_order_book.py:68
↓ 93 callers
Method
cancel
TODO: use object pool for limit reuse? @brief Remove an order from the limit tree. @param order an order that exists in the limit tree
include/limit_tree.hpp:227
↓ 65 callers
Method
best_buy
@brief Return the best buy price. @returns the best bid price in the book
include/limit_order_book.hpp:227
↓ 57 callers
Method
best_sell
@brief Return the best sell price. @returns the best ask price in the book
include/limit_order_book.hpp:217
↓ 57 callers
Method
volume_at
@brief Return the volume of orders at the given limit price. @param price the limit price to return the volume for @returns the volume of orders at t
include/limit_tree.hpp:302
↓ 43 callers
Method
count_at
@brief Return the number of orders at the given limit price. @param price the limit price to return the number of orders for @returns the number of o
include/limit_tree.hpp:312
↓ 41 callers
Function
k
(e,t)
docs/jquery.js:2
↓ 40 callers
Function
m
(e)
docs/jquery.js:2
↓ 30 callers
Method
best
Return the best price for the given side. Args: side: the side of the book to get the best price for (False=sell)
limit_order_book/limit_order_book.py:157
↓ 30 callers
Method
volume
Return the volume of the book at the given price. Args: price: the price to get the volume at Returns:
limit_order_book/limit_order_book.py:206
↓ 30 callers
Method
volume_sell
Return the volume of the sell side of the book at the given price. Args: price: the price to get the volume at
limit_order_book/limit_order_book.py:170
↓ 28 callers
Method
volume_buy
Return the volume of the buy side of the book at the given price. Args: price: the price to get the volume at R
limit_order_book/limit_order_book.py:188
↓ 24 callers
Method
volume_buy
@brief Return the total volume for the buy side of the book. @param price the limit price to get the volume for @returns the volume for the given lim
include/limit_order_book.hpp:321
↓ 24 callers
Method
volume_sell
@brief Return the total volume for the sell side of the book. @param price the limit price to get the volume for @returns the volume for the given li
include/limit_order_book.hpp:297
↓ 22 callers
Function
a
(t)
docs/jquery.js:2
↓ 21 callers
Function
ve
(a)
docs/jquery.js:2
↓ 20 callers
Method
clear
@brief Clear all the limits in the tree
include/limit_tree.hpp:172
↓ 17 callers
Method
market
include/limit_tree.hpp:266
↓ 16 callers
Method
has
Return true if the order with given ID is in the book, false otherwise. Args: order_id: the ID of the order to check for
limit_order_book/limit_order_book.py:66
↓ 15 callers
Method
LimitOrderBook
@brief Initialize a new limit order book object.
include/limit_order_book.hpp:54
↓ 15 callers
Method
best_buy
Return the best buy price in the book.
limit_order_book/limit_order_book.py:153
↓ 15 callers
Method
best_sell
Return the best sell price in the book.
limit_order_book/limit_order_book.py:149
↓ 15 callers
Method
count
Return the total count of the book (number of orders).
limit_order_book/limit_order_book.py:245
↓ 15 callers
Method
count_at
Return the count at the given limit price. Args: price: the price to get the count of the book for Returns:
limit_order_book/limit_order_book.py:224
↓ 15 callers
Method
count_buy
Return the count of the book on the buy side.
limit_order_book/limit_order_book.py:241
↓ 15 callers
Method
count_sell
Return the count of the book on the sell side.
limit_order_book/limit_order_book.py:237
↓ 15 callers
Function
i
(e)
docs/jquery.js:2
↓ 14 callers
Function
e
()
docs/jquery.js:2
↓ 14 callers
Function
l
(i,o,a,s)
docs/jquery.js:2
↓ 14 callers
Function
s
()
docs/jquery.js:2
↓ 13 callers
Function
T
(e,t,n)
docs/jquery.js:2
↓ 12 callers
Function
A
(e,t)
docs/jquery.js:2
↓ 12 callers
Function
le
(e)
docs/jquery.js:2
↓ 12 callers
Function
o
()
docs/jquery.js:35
↓ 11 callers
Function
f
(a,b)
docs/jquery.js:33
↓ 11 callers
Method
limit_sell
Place a sell limit order with given quantity and price. Args: order_id: the ID for the order to add quantity
limit_order_book/limit_order_book.py:20
↓ 10 callers
Function
ce
(e)
docs/jquery.js:2
↓ 9 callers
Function
P
(e,t)
docs/jquery.js:2
↓ 9 callers
Function
fe
(e,t)
docs/jquery.js:2
↓ 8 callers
Function
V
(e)
docs/jquery.js:2
↓ 8 callers
Function
_
(e,t,n,r,i,o,a)
docs/jquery.js:2
↓ 8 callers
Function
pushPlacement
()
docs/jquery.js:23
↓ 7 callers
Method
count_buy
@brief Return the total number of orders on the buy side of the book. @returns the total count of orders on the buy side of the book
include/limit_order_book.hpp:374
↓ 7 callers
Method
count_sell
@brief Return the total number of orders on the sell side of the book. @returns the total count of orders on the sell side of the book
include/limit_order_book.hpp:368
↓ 7 callers
Function
getEventsNS
(t,e)
docs/jquery.js:35
↓ 7 callers
Function
h
(a)
docs/jquery.js:15
↓ 7 callers
Function
mt
(e)
docs/jquery.js:2
↓ 7 callers
Function
se
(t,e,n,r)
docs/jquery.js:2
↓ 7 callers
Function
xt
(e)
docs/jquery.js:2
↓ 6 callers
Function
setClassAttr
(elem,attr)
docs/search/search.js:739
↓ 6 callers
Function
ue
()
docs/jquery.js:2
↓ 6 callers
Function
x
(e)
docs/jquery.js:2
↓ 6 callers
Function
ye
(e)
docs/jquery.js:2
↓ 5 callers
Function
Ie
(n,r,i,o)
docs/jquery.js:2
↓ 5 callers
Function
_e
(e,t,n)
docs/jquery.js:2
↓ 5 callers
Method
count
@brief Return the total number of orders in the book. @returns the total count of orders in the book
include/limit_order_book.hpp:380
↓ 5 callers
Method
limit_buy
Place a sell limit order with given quantity and price. Args: order_id: the ID for the order to add quantity
limit_order_book/limit_order_book.py:35
↓ 5 callers
Function
n
(t)
docs/jquery.js:8
↓ 5 callers
Function
oe
()
docs/jquery.js:2
↓ 5 callers
Function
w
(e)
docs/jquery.js:2
↓ 5 callers
Function
we
(i)
docs/jquery.js:2
↓ 4 callers
Function
De
(e,i,o)
docs/jquery.js:2
↓ 4 callers
Function
EXECUTE_TRADE
Report trade execution */
notes/engines/engine.c:155
↓ 4 callers
Function
Fe
(e)
docs/jquery.js:2
↓ 4 callers
Function
G
(e)
docs/jquery.js:2
↓ 4 callers
Function
Te
(e,t,n,r,i)
docs/jquery.js:2
↓ 4 callers
Function
be
(s,e,t)
docs/jquery.js:2
↓ 4 callers
Function
ft
(e,t)
docs/jquery.js:2
↓ 4 callers
Method
market
@brief Execute a market order. @param side whether the order is a sell or buy order @param order_id the ID for the order @param quantity the quantity
include/limit_order_book.hpp:206
↓ 4 callers
Function
spam_limit_many_market_orders
benchmark/benchmark_lob.cpp:178
↓ 4 callers
Function
spam_limits
benchmark/benchmark_lob.cpp:23
↓ 4 callers
Function
spam_orders
benchmark/benchmark_lob.cpp:58
↓ 4 callers
Function
spam_orders_random_cancels
benchmark/benchmark_lob.cpp:94
↓ 4 callers
Function
xe
(e)
docs/jquery.js:2
↓ 3 callers
Function
Ge
(e)
docs/jquery.js:2
↓ 3 callers
Function
bt
(e)
docs/jquery.js:2
↓ 3 callers
Function
cancelClose
()
docs/jquery.js:23
↓ 3 callers
Function
d
(e)
docs/jquery.js:2
↓ 3 callers
Function
et
(e,t,n,r,i,o)
docs/jquery.js:2
↓ 3 callers
Function
getXPos
(item)
docs/search/search.js:48
↓ 3 callers
Function
getYPos
(item)
docs/search/search.js:62
↓ 3 callers
Method
has
@brief Return true if the book has an order with given ID, false otherwise. @param order_id the order ID of the order to check for existence of @retu
include/limit_order_book.hpp:128
↓ 3 callers
Function
isMouseEvent
(event)
docs/jquery.js:23
↓ 3 callers
Function
j
(e,n,r)
docs/jquery.js:2
↓ 3 callers
Method
reduce
@brief Reduce the quantity of the order with given ID. @param order_id the id of the order to reduce the quantity of @param quantity the amount to re
include/limit_order_book.hpp:155
↓ 3 callers
Function
spam_limit_random_orders
benchmark/benchmark_lob.cpp:142
↓ 3 callers
Function
zt
(e,t)
docs/jquery.js:2
↓ 2 callers
Function
Ae
(e,t,n,r,i,o)
docs/jquery.js:2
↓ 2 callers
Function
Bt
(o)
docs/jquery.js:2
↓ 2 callers
Function
Me
(e,t)
docs/jquery.js:2
↓ 2 callers
Function
Oe
(e,t)
docs/jquery.js:2
↓ 2 callers
Function
S
(e,t)
docs/jquery.js:2
↓ 2 callers
Function
W
(e,t,n,r)
docs/jquery.js:2
↓ 2 callers
Function
We
(e,t,n)
docs/jquery.js:2
↓ 2 callers
Function
_t
(t,i,o,a)
docs/jquery.js:2
↓ 2 callers
Function
b
(e,t,n)
docs/jquery.js:2
↓ 2 callers
Function
c
()
docs/jquery.js:2
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