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Functions254 in github.com/Kautenja/limit-order-book

↓ 242 callersMethodlimit
@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 callersMethodvolume
@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 callersFunctiont
(e)
docs/jquery.js:2
↓ 102 callersMethodtest
(self)
limit_order_book/test/test_limit_order_book.py:68
↓ 93 callersMethodcancel
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 callersMethodbest_buy
@brief Return the best buy price. @returns the best bid price in the book
include/limit_order_book.hpp:227
↓ 57 callersMethodbest_sell
@brief Return the best sell price. @returns the best ask price in the book
include/limit_order_book.hpp:217
↓ 57 callersMethodvolume_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 callersMethodcount_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 callersFunctionk
(e,t)
docs/jquery.js:2
↓ 40 callersFunctionm
(e)
docs/jquery.js:2
↓ 30 callersMethodbest
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 callersMethodvolume
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 callersMethodvolume_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 callersMethodvolume_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 callersMethodvolume_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 callersMethodvolume_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 callersFunctiona
(t)
docs/jquery.js:2
↓ 21 callersFunctionve
(a)
docs/jquery.js:2
↓ 20 callersMethodclear
@brief Clear all the limits in the tree
include/limit_tree.hpp:172
↓ 17 callersMethodmarket
include/limit_tree.hpp:266
↓ 16 callersMethodhas
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 callersMethodLimitOrderBook
@brief Initialize a new limit order book object.
include/limit_order_book.hpp:54
↓ 15 callersMethodbest_buy
Return the best buy price in the book.
limit_order_book/limit_order_book.py:153
↓ 15 callersMethodbest_sell
Return the best sell price in the book.
limit_order_book/limit_order_book.py:149
↓ 15 callersMethodcount
Return the total count of the book (number of orders).
limit_order_book/limit_order_book.py:245
↓ 15 callersMethodcount_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 callersMethodcount_buy
Return the count of the book on the buy side.
limit_order_book/limit_order_book.py:241
↓ 15 callersMethodcount_sell
Return the count of the book on the sell side.
limit_order_book/limit_order_book.py:237
↓ 15 callersFunctioni
(e)
docs/jquery.js:2
↓ 14 callersFunctione
()
docs/jquery.js:2
↓ 14 callersFunctionl
(i,o,a,s)
docs/jquery.js:2
↓ 14 callersFunctions
()
docs/jquery.js:2
↓ 13 callersFunctionT
(e,t,n)
docs/jquery.js:2
↓ 12 callersFunctionA
(e,t)
docs/jquery.js:2
↓ 12 callersFunctionle
(e)
docs/jquery.js:2
↓ 12 callersFunctiono
()
docs/jquery.js:35
↓ 11 callersFunctionf
(a,b)
docs/jquery.js:33
↓ 11 callersMethodlimit_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 callersFunctionce
(e)
docs/jquery.js:2
↓ 9 callersFunctionP
(e,t)
docs/jquery.js:2
↓ 9 callersFunctionfe
(e,t)
docs/jquery.js:2
↓ 8 callersFunctionV
(e)
docs/jquery.js:2
↓ 8 callersFunction_
(e,t,n,r,i,o,a)
docs/jquery.js:2
↓ 8 callersFunctionpushPlacement
()
docs/jquery.js:23
↓ 7 callersMethodcount_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 callersMethodcount_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 callersFunctiongetEventsNS
(t,e)
docs/jquery.js:35
↓ 7 callersFunctionh
(a)
docs/jquery.js:15
↓ 7 callersFunctionmt
(e)
docs/jquery.js:2
↓ 7 callersFunctionse
(t,e,n,r)
docs/jquery.js:2
↓ 7 callersFunctionxt
(e)
docs/jquery.js:2
↓ 6 callersFunctionsetClassAttr
(elem,attr)
docs/search/search.js:739
↓ 6 callersFunctionue
()
docs/jquery.js:2
↓ 6 callersFunctionx
(e)
docs/jquery.js:2
↓ 6 callersFunctionye
(e)
docs/jquery.js:2
↓ 5 callersFunctionIe
(n,r,i,o)
docs/jquery.js:2
↓ 5 callersFunction_e
(e,t,n)
docs/jquery.js:2
↓ 5 callersMethodcount
@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 callersMethodlimit_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 callersFunctionn
(t)
docs/jquery.js:8
↓ 5 callersFunctionoe
()
docs/jquery.js:2
↓ 5 callersFunctionw
(e)
docs/jquery.js:2
↓ 5 callersFunctionwe
(i)
docs/jquery.js:2
↓ 4 callersFunctionDe
(e,i,o)
docs/jquery.js:2
↓ 4 callersFunctionEXECUTE_TRADE
Report trade execution */
notes/engines/engine.c:155
↓ 4 callersFunctionFe
(e)
docs/jquery.js:2
↓ 4 callersFunctionG
(e)
docs/jquery.js:2
↓ 4 callersFunctionTe
(e,t,n,r,i)
docs/jquery.js:2
↓ 4 callersFunctionbe
(s,e,t)
docs/jquery.js:2
↓ 4 callersFunctionft
(e,t)
docs/jquery.js:2
↓ 4 callersMethodmarket
@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 callersFunctionspam_limit_many_market_orders
benchmark/benchmark_lob.cpp:178
↓ 4 callersFunctionspam_limits
benchmark/benchmark_lob.cpp:23
↓ 4 callersFunctionspam_orders
benchmark/benchmark_lob.cpp:58
↓ 4 callersFunctionspam_orders_random_cancels
benchmark/benchmark_lob.cpp:94
↓ 4 callersFunctionxe
(e)
docs/jquery.js:2
↓ 3 callersFunctionGe
(e)
docs/jquery.js:2
↓ 3 callersFunctionbt
(e)
docs/jquery.js:2
↓ 3 callersFunctioncancelClose
()
docs/jquery.js:23
↓ 3 callersFunctiond
(e)
docs/jquery.js:2
↓ 3 callersFunctionet
(e,t,n,r,i,o)
docs/jquery.js:2
↓ 3 callersFunctiongetXPos
(item)
docs/search/search.js:48
↓ 3 callersFunctiongetYPos
(item)
docs/search/search.js:62
↓ 3 callersMethodhas
@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 callersFunctionisMouseEvent
(event)
docs/jquery.js:23
↓ 3 callersFunctionj
(e,n,r)
docs/jquery.js:2
↓ 3 callersMethodreduce
@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 callersFunctionspam_limit_random_orders
benchmark/benchmark_lob.cpp:142
↓ 3 callersFunctionzt
(e,t)
docs/jquery.js:2
↓ 2 callersFunctionAe
(e,t,n,r,i,o)
docs/jquery.js:2
↓ 2 callersFunctionBt
(o)
docs/jquery.js:2
↓ 2 callersFunctionMe
(e,t)
docs/jquery.js:2
↓ 2 callersFunctionOe
(e,t)
docs/jquery.js:2
↓ 2 callersFunctionS
(e,t)
docs/jquery.js:2
↓ 2 callersFunctionW
(e,t,n,r)
docs/jquery.js:2
↓ 2 callersFunctionWe
(e,t,n)
docs/jquery.js:2
↓ 2 callersFunction_t
(t,i,o,a)
docs/jquery.js:2
↓ 2 callersFunctionb
(e,t,n)
docs/jquery.js:2
↓ 2 callersFunctionc
()
docs/jquery.js:2
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