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

FunctioncloseTooltip
(disableDelay)
docs/jquery.js:23
FunctioncomputePlacementCoords
(element,placement,tipWidth,tipHeight,offset)
docs/jquery.js:23
Functioncount
@brief Return the order count of the book. @param book a pointer to the limit order book object @returns the number of orders in the book
include/lib_lob.hpp:295
Functioncount_at
@brief Return the order count at the given limit price. @param book a pointer to the limit order book object @param price the price to get the order
include/lib_lob.hpp:268
Methodcount_at
@brief Return the total number of orders at the given limit price. @param price the limit price to get the volume for @returns the volume for the giv
include/limit_order_book.hpp:360
Functioncount_buy
@brief Return the order count of the buy side of the book. @param book a pointer to the limit order book object @returns the number of orders on the
include/lib_lob.hpp:286
Functioncount_sell
@brief Return the order count of the sell side of the book. @param book a pointer to the limit order book object @returns the number of orders on the
include/lib_lob.hpp:277
FunctioncreateResults
()
docs/search/search.js:745
Functiondelete_
@brief Delete the limit order book instance, i.e., purge it from memory. @param book a pointer to the limit order book object
include/lib_lob.hpp:56
Functiondestroy
notes/engines/engine.c:141
Functionget
@brief Get the order with given ID. @param book a pointer to the limit order book object @param uid the order ID of the order to get @returns a point
include/lib_lob.hpp:124
Functionhas
@brief Return true if the book has an order with given ID. @param book a pointer to the limit order book object @param uid the order ID of the order
include/lib_lob.hpp:114
Functionie
(e,t)
docs/jquery.js:2
Functioninit
notes/engines/engine.c:127
FunctioninitMenu
(relPath,searchEnabled,serverSide,searchPage,search)
docs/menu.js:25
Functioninit_search
()
docs/search/search.js:800
Functionke
()
docs/jquery.js:2
Methodlast_best
@brief Return the best price for the given side. @param side the side to get the best price from @returns the best price on the given side of the boo
include/limit_order_book.hpp:277
Methodlast_best_buy
@brief Return the last best buy price. @returns the best bid price in the book
include/limit_order_book.hpp:270
Methodlast_best_sell
@brief Return the last best sell price. @returns the best bid price in the book
include/limit_order_book.hpp:264
Methodlast_price
@brief Return the current price of the asset using last prices. @returns the last midpoint price
include/limit_order_book.hpp:288
Functionlimit
Process an incoming limit order */
notes/engines/engine.c:181
Functionlimit
@brief Add a new limit order to the book. @param book a pointer to the limit order book object @param side whether the order is a buy (true) or sell
include/lib_lob.hpp:100
Functionmain
main/dummy_matching.cpp:13
Functionmarket
@brief Execute a market order. @param book a pointer to the limit order book object @param side whether the order is a buy (true) or sell (false) @pa
include/lib_lob.hpp:168
Methodmarket
Place a market order. Args: side: the side of the order to place order_id: the ID for the order to add
limit_order_book/limit_order_book.py:134
Functionme
()
docs/jquery.js:2
Functionne
(e,t,n)
docs/jquery.js:2
Functionnt
(e,t,n,r,i)
docs/jquery.js:2
Functionoperator!
@brief Return the opposite side using the invert operator. @param side the side to invert @returns the opposite of the given side
include/structures.hpp:42
Methodprice
@brief Return the current price of the asset. @returns the best price in the book (the midpoint price)
include/limit_order_book.hpp:249
FunctionrepositionTooltip
()
docs/jquery.js:23
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:7
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:30
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:49
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:88
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:111
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:132
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:156
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:179
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:205
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:225
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:245
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:266
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:290
Methodtest
(self)
limit_order_book/test/test_limit_order_book.py:319
FunctiontoggleFolder
(id)
docs/dynsections.js:73
FunctiontoggleInherit
(id)
docs/dynsections.js:108
FunctiontoggleLevel
(level)
docs/dynsections.js:52
FunctiontoggleVisibility
(linkObj)
docs/dynsections.js:25
FunctiontrackResize
()
docs/jquery.js:23
FunctiontrackScroll
()
docs/jquery.js:23
Methodvolume_buy_best
@brief Return the volume at the best sell price. @returns the volume of buy orders at the best price
include/limit_order_book.hpp:335
Methodvolume_sell_best
@brief Return the volume at the best sell price. @returns the volume of sell orders at the best price
include/limit_order_book.hpp:311
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