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github.com/Kautenja/limit-order-book
/ types & classes
Types & classes
25 in github.com/Kautenja/limit-order-book
⨍
Functions
254
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Types & classes
25
↓ 78 callers
Class
LimitOrderBook
@brief An order book for managing Limit / Order objects in a continuous double auction. @details \image html img/limit-order-book.svg "Abstract Domain
include/limit_order_book.hpp:43
Class
Library
The configured ctypes library.
limit_order_book/library.py:122
Class
Limit
forward declare the `Limit` structure so `Order` can reference it
include/structures.hpp:54
Class
LimitOrderBook
The Limit Order Book (LOB).
limit_order_book/limit_order_book.py:5
Class
LimitTree
include/limit_tree.hpp:157
Class
Order
A single order in the LimitOrderBook.
include/structures.hpp:57
Class
ShouldCancelBuyLimitOrder
limit_order_book/test/test_limit_order_book.py:178
Class
ShouldCancelSellLimitOrder
limit_order_book/test/test_limit_order_book.py:155
Class
ShouldClearBuyLimitOrders
limit_order_book/test/test_limit_order_book.py:318
Class
ShouldClearSellLimitOrders
limit_order_book/test/test_limit_order_book.py:289
Class
ShouldInitializeLimitOrderBook
limit_order_book/test/test_limit_order_book.py:6
Class
ShouldMatchBuyLimitOrderWithIncomingSell
limit_order_book/test/test_limit_order_book.py:131
Class
ShouldMatchSellLimitOrderWithIncomingBuy
limit_order_book/test/test_limit_order_book.py:110
Class
ShouldPlaceBuyLimitOrder
limit_order_book/test/test_limit_order_book.py:67
Class
ShouldPlaceBuyLimitOrderByValue
limit_order_book/test/test_limit_order_book.py:87
Class
ShouldPlaceBuyMarketOrderAndMatch
limit_order_book/test/test_limit_order_book.py:265
Class
ShouldPlaceBuyMarketOrderEmptyBook
limit_order_book/test/test_limit_order_book.py:224
Class
ShouldPlaceSellLimitOrder
limit_order_book/test/test_limit_order_book.py:29
Class
ShouldPlaceSellLimitOrderByValue
limit_order_book/test/test_limit_order_book.py:48
Class
ShouldPlaceSellMarketOrderAndMatch
limit_order_book/test/test_limit_order_book.py:244
Class
ShouldPlaceSellMarketOrderEmptyBook
limit_order_book/test/test_limit_order_book.py:204
Enum
Side
the possible sides for the LimitTree
include/structures.hpp:35
Class
orderBookEntry
notes/engines/engine.c:96
Class
orderBookEntry
notes/engines/engine.c:98
Class
pricePoint
notes/engines/engine.c:104