MCPcopy Create free account

hub / github.com/chronoxor/CppTrader / functions

Functions382 in github.com/chronoxor/CppTrader

⨍ Functions 382◇ Types & classes 73
↓ 144 callersMethodAddOrder
source/trader/matching/order_book.cpp:128
↓ 136 callersMethodGetOrderBook
performance/market_manager_optimized.cpp:391
↓ 52 callersFunctionBookOrders
tests/test_matching_engine.cpp:14
↓ 52 callersFunctionBookVolume
tests/test_matching_engine.cpp:30
↓ 21 callersMethodIsBuy
Is the order with buy side?
include/trader/matching/order.h:231
↓ 20 callersMethodonDeleteOrder
examples/market_manager.cpp:45
↓ 19 callersMethodAddOrderBook
source/trader/matching/market_manager.cpp:82
↓ 19 callersMethodAddSymbol
source/trader/matching/market_manager.cpp:36
↓ 17 callersMethodEnableMatching
Enable automatic matching
include/trader/matching/market_manager.h:212
↓ 15 callersFunctionBookStopOrders
tests/test_matching_engine.cpp:62
↓ 15 callersFunctionBookStopVolume
tests/test_matching_engine.cpp:82
↓ 15 callersMethodget
performance/market_manager_optimized.cpp:54
↓ 15 callersMethodsize
Get the order book size
include/trader/matching/order_book.h:51
↓ 12 callersMethodHiddenQuantity
Order hidden quantity
include/trader/matching/order.h:164
↓ 12 callersMethodVisibleQuantity
Order visible quantity
include/trader/matching/order.h:166
↓ 12 callersMethodget
performance/market_manager_optimized_aggressive.cpp:34
↓ 11 callersMethodGetOrder
performance/market_manager_optimized.cpp:392
↓ 11 callersMethodIsAON
Is the 'All-Or-None' order?
include/trader/matching/order.h:242
↓ 10 callersMethodAddOrder
performance/market_manager_optimized.cpp:247
↓ 9 callersMethodProcess
source/trader/providers/nasdaq/itch_handler.cpp:16
↓ 9 callersMethodonExecuteOrder
examples/market_manager.cpp:48
↓ 9 callersMethodonUpdateOrder
examples/market_manager.cpp:43
↓ 8 callersMethodDeleteOrder
performance/market_manager_optimized.cpp:290
↓ 8 callersMethodModifyOrder
source/trader/matching/market_manager.cpp:557
↓ 7 callersMethodonDeleteOrder
performance/market_manager_optimized.cpp:357
↓ 7 callersMethodsize
performance/market_manager_optimized.cpp:142
↓ 6 callersMethodAddOrder
performance/market_manager_optimized_aggressive.cpp:163
↓ 6 callersMethodDeleteTrailingStopOrder
source/trader/matching/order_book.cpp:462
↓ 6 callersMethodExecuteOrder
source/trader/matching/market_manager.cpp:877
↓ 6 callersMethodIsFOK
Is the 'Fill-Or-Kill' order?
include/trader/matching/order.h:240
↓ 6 callersMethodIsTrailingStop
Is the trailing stop order?
include/trader/matching/order.h:226
↓ 6 callersMethodIsTrailingStopLimit
Is the trailing stop-limit order?
include/trader/matching/order.h:228
↓ 6 callersMethodReduceOrder
performance/market_manager_optimized.cpp:266
↓ 5 callersMethodAddOrder
source/trader/matching/market_manager.cpp:135
↓ 5 callersMethodAddTrailingStopOrder
source/trader/matching/order_book.cpp:415
↓ 5 callersFunctionDeleteOrder
examples/matching_engine.cpp:558
↓ 5 callersMethodDeleteOrder
performance/market_manager_optimized_aggressive.cpp:189
↓ 5 callersMethodDeleteOrder
source/trader/matching/order_book.cpp:191
↓ 5 callersMethodDeleteStopOrder
source/trader/matching/order_book.cpp:331
↓ 5 callersMethodMitigateOrder
source/trader/matching/market_manager.cpp:562
↓ 5 callersFunctionReduceOrder
examples/matching_engine.cpp:474
↓ 5 callersMethodReplaceOrder
source/trader/matching/market_manager.cpp:680
↓ 5 callersMethodonAddOrder
examples/market_manager.cpp:41
↓ 4 callersMethodExecuteOrder
performance/market_manager_optimized.cpp:577
↓ 4 callersMethodReduceOrder
performance/market_manager_optimized_aggressive.cpp:176
↓ 4 callersMethodReduceStopOrder
source/trader/matching/order_book.cpp:306
↓ 4 callersMethodReduceTrailingStopOrder
source/trader/matching/order_book.cpp:437
↓ 4 callersMethodonUpdateOrder
performance/market_manager_optimized.cpp:356
↓ 3 callersMethodAddOrderBook
performance/market_manager_optimized.cpp:409
↓ 3 callersMethodAddStopOrder
source/trader/matching/market_manager.cpp:242
↓ 3 callersMethodAddSymbol
performance/market_manager_optimized.cpp:394
↓ 3 callersMethodCalculateTrailingStopPrice
source/trader/matching/order_book.cpp:484
↓ 3 callersMethodIsIOC
Is the 'Immediate-Or-Cancel' order?
include/trader/matching/order.h:238
↓ 3 callersFunctionModifyOrder
examples/matching_engine.cpp:494
↓ 3 callersMethodReduceOrder
source/trader/matching/order_book.cpp:157
↓ 3 callersMethodReplaceOrder
performance/market_manager_optimized.cpp:502
↓ 3 callersMethodempty
performance/market_manager_optimized.cpp:141
↓ 3 callersMethodempty
performance/market_manager_optimized_aggressive.cpp:98
↓ 3 callersMethodempty
Is the order book empty?
include/trader/matching/order_book.h:48
↓ 3 callersMethodfree
performance/market_manager_optimized.cpp:72
↓ 3 callersMethodfree
performance/market_manager_optimized_aggressive.cpp:52
↓ 3 callersMethodonAddOrder
performance/market_manager_optimized.cpp:355
↓ 2 callersFunctionAddLimitOrder
examples/matching_engine.cpp:204
↓ 2 callersFunctionAddMarketOrder
examples/matching_engine.cpp:139
↓ 2 callersFunctionAddStopLimitOrder
examples/matching_engine.cpp:369
↓ 2 callersFunctionAddStopOrder
examples/matching_engine.cpp:336
↓ 2 callersFunctionBookVisibleVolume
tests/test_matching_engine.cpp:46
↓ 2 callersMethodDeleteOrder
source/trader/matching/market_manager.cpp:815
↓ 2 callersMethodExecuteOrder
performance/market_manager_optimized_aggressive.cpp:334
↓ 2 callersMethodIsBid
Is the bid price level?
include/trader/matching/level.h:72
↓ 2 callersMethodIsLimit
Is the limit order?
include/trader/matching/order.h:220
↓ 2 callersMethodReduceOrder
source/trader/matching/market_manager.cpp:452
↓ 2 callersFunctionReplaceOrder
examples/matching_engine.cpp:536
↓ 2 callersMethodallocate
performance/market_manager_optimized.cpp:56
↓ 2 callersMethodbest_ask
Get the order book best ask price level
include/trader/matching/order_book.h:59
↓ 2 callersMethodbest_bid
Get the order book best bid price level
include/trader/matching/order_book.h:57
↓ 2 callersMethodbest_buy_stop
Get the order book best buy stop order price level
include/trader/matching/order_book.h:67
↓ 2 callersMethodbest_sell_stop
Get the order book best sell stop order price level
include/trader/matching/order_book.h:69
↓ 2 callersMethodonExecuteOrder
performance/market_manager_optimized.cpp:358
↓ 1 callersFunctionAddAONLimitOrder
examples/matching_engine.cpp:303
↓ 1 callersFunctionAddFOKLimitOrder
examples/matching_engine.cpp:270
↓ 1 callersFunctionAddIOCLimitOrder
examples/matching_engine.cpp:237
↓ 1 callersFunctionAddOrderBook
examples/matching_engine.cpp:96
↓ 1 callersMethodAddOrderBook
performance/market_manager_optimized_aggressive.cpp:222
↓ 1 callersFunctionAddSlippageMarketOrder
examples/matching_engine.cpp:171
↓ 1 callersFunctionAddSymbol
examples/matching_engine.cpp:52
↓ 1 callersFunctionAddTrailingStopLimitOrder
examples/matching_engine.cpp:438
↓ 1 callersFunctionAddTrailingStopOrder
examples/matching_engine.cpp:403
↓ 1 callersFunctionDeleteOrderBook
examples/matching_engine.cpp:120
↓ 1 callersMethodDeleteOrderBook
source/trader/matching/market_manager.cpp:114
↓ 1 callersFunctionDeleteSymbol
examples/matching_engine.cpp:77
↓ 1 callersMethodDeleteSymbol
source/trader/matching/market_manager.cpp:61
↓ 1 callersMethodDisableMatching
Disable automatic matching
include/trader/matching/market_manager.h:214
↓ 1 callersFunctionExecuteOrder
examples/matching_engine.cpp:577
↓ 1 callersMethodMatch
source/trader/matching/market_manager.cpp:1059
↓ 1 callersFunctionMitigateOrder
examples/matching_engine.cpp:515
↓ 1 callersMethodReplaceOrder
performance/market_manager_optimized_aggressive.cpp:275
↓ 1 callersMethodValidate
source/trader/matching/order.cpp:14
↓ 1 callersMethodadd_orders
performance/market_manager_optimized.cpp:341
↓ 1 callersMethodadd_orders
performance/market_manager.cpp:44
next →1–100 of 382, ranked by callers