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Functions382 in github.com/chronoxor/CppTrader

⨍ Functions 382◇ Types & classes 73
MethodITCHHandler
include/trader/providers/nasdaq/itch_handler.h:390
MethodIsAsk
Is the ask price level?
include/trader/matching/level.h:74
MethodIsGTC
Is the 'Good-Till-Cancelled' order?
include/trader/matching/order.h:236
MethodIsHidden
Is the 'Hidden' order?
include/trader/matching/order.h:245
MethodIsIceberg
Is the 'Iceberg' order?
include/trader/matching/order.h:247
MethodIsMarket
Is the market order?
include/trader/matching/order.h:218
MethodIsMatchingEnabled
Is automatic matching enabled?
include/trader/matching/market_manager.h:210
MethodIsSell
Is the order with sell side?
include/trader/matching/order.h:233
MethodIsSlippage
Is the order have slippage?
include/trader/matching/order.h:250
MethodIsStop
Is the stop order?
include/trader/matching/order.h:222
MethodIsStopLimit
Is the stop-limit order?
include/trader/matching/order.h:224
MethodLevel
include/trader/matching/level.h:47
MethodLevelNode
include/trader/matching/level.h:85
MethodLevelPool
performance/market_manager_optimized.cpp:49
MethodLevelPool
performance/market_manager_optimized_aggressive.cpp:29
MethodLevelUpdate
include/trader/matching/level.h:119
MethodMarketHandler
performance/market_manager_optimized.cpp:321
MethodMarketHandler
include/trader/matching/market_handler.h:37
MethodMarketManager
include/trader/matching/market_manager.h:52
MethodMarketManagerOptimized
performance/market_manager_optimized.cpp:378
MethodMarketManagerOptimized
performance/market_manager_optimized_aggressive.cpp:208
MethodMatchLimit
source/trader/matching/market_manager.cpp:1204
MethodMatchMarket
source/trader/matching/market_manager.cpp:1172
MethodMatchOrder
source/trader/matching/market_manager.cpp:1210
MethodModifyOrder
performance/market_manager_optimized.cpp:473
MethodModifyOrder
performance/market_manager_optimized_aggressive.cpp:251
MethodMyITCHHandler
performance/market_manager_optimized.cpp:669
MethodMyITCHHandler
performance/market_manager_optimized_aggressive.cpp:366
MethodMyITCHHandler
performance/market_manager.cpp:82
MethodMyITCHHandler
performance/itch_handler.cpp:20
MethodMyITCHHandler
performance/matching_engine.cpp:82
MethodMyITCHHandler
tests/test_market_manager.cpp:83
MethodMyITCHHandler
tests/test_itch_handler.cpp:19
MethodMyITCHHandler
examples/market_manager.cpp:55
MethodMyMarketHandler
performance/market_manager.cpp:22
MethodMyMarketHandler
performance/matching_engine.cpp:22
MethodMyMarketHandler
tests/test_market_manager.cpp:23
MethodOrder
include/trader/matching/order.h:200
MethodOrderBook
performance/market_manager_optimized.cpp:125
MethodOrderBook
performance/market_manager_optimized_aggressive.cpp:82
MethodOrderBook
source/trader/matching/order_book.cpp:15
MethodOrderBook
include/trader/matching/order_book.h:37
MethodOrderNode
include/trader/matching/order.h:306
MethodOutputMessage
examples/itch_handler.cpp:45
MethodProcessAddOrderMPIDMessage
source/trader/providers/nasdaq/itch_handler.cpp:357
MethodProcessAddOrderMessage
source/trader/providers/nasdaq/itch_handler.cpp:335
MethodProcessBrokenTradeMessage
source/trader/providers/nasdaq/itch_handler.cpp:525
MethodProcessCrossTradeMessage
source/trader/providers/nasdaq/itch_handler.cpp:503
MethodProcessIPOQuotingMessage
source/trader/providers/nasdaq/itch_handler.cpp:314
MethodProcessLULDAuctionCollarMessage
source/trader/providers/nasdaq/itch_handler.cpp:588
MethodProcessMWCBDeclineMessage
source/trader/providers/nasdaq/itch_handler.cpp:276
MethodProcessMWCBStatusMessage
source/trader/providers/nasdaq/itch_handler.cpp:296
MethodProcessMarketParticipantPositionMessage
source/trader/providers/nasdaq/itch_handler.cpp:254
MethodProcessMessage
source/trader/providers/nasdaq/itch_handler.cpp:102
MethodProcessNOIIMessage
source/trader/providers/nasdaq/itch_handler.cpp:543
MethodProcessOrderCancelMessage
source/trader/providers/nasdaq/itch_handler.cpp:422
MethodProcessOrderDeleteMessage
source/trader/providers/nasdaq/itch_handler.cpp:441
MethodProcessOrderExecutedMessage
source/trader/providers/nasdaq/itch_handler.cpp:380
MethodProcessOrderExecutedWithPriceMessage
source/trader/providers/nasdaq/itch_handler.cpp:400
MethodProcessOrderReplaceMessage
source/trader/providers/nasdaq/itch_handler.cpp:459
MethodProcessRPIIMessage
source/trader/providers/nasdaq/itch_handler.cpp:569
MethodProcessRegSHOMessage
source/trader/providers/nasdaq/itch_handler.cpp:235
MethodProcessStockDirectoryMessage
source/trader/providers/nasdaq/itch_handler.cpp:183
MethodProcessStockTradingActionMessage
source/trader/providers/nasdaq/itch_handler.cpp:214
MethodProcessSystemEventMessage
source/trader/providers/nasdaq/itch_handler.cpp:165
MethodProcessTradeMessage
source/trader/providers/nasdaq/itch_handler.cpp:480
MethodProcessUnknownMessage
source/trader/providers/nasdaq/itch_handler.cpp:610
MethodRecalculateTrailingStopPrice
source/trader/matching/market_manager.cpp:1646
MethodReduceOrder
performance/market_manager_optimized.cpp:441
MethodReduceOrder
performance/market_manager_optimized_aggressive.cpp:239
MethodReset
source/trader/providers/nasdaq/itch_handler.cpp:159
MethodSymbol
performance/market_manager_optimized.cpp:26
MethodSymbol
include/trader/matching/symbol.h:28
MethodUpdateLevel
performance/market_manager_optimized.cpp:646
MethodUpdateLevel
source/trader/matching/market_manager.cpp:1741
Methodbest_ask
performance/market_manager_optimized.cpp:146
Methodbest_ask
performance/market_manager_optimized_aggressive.cpp:103
Methodbest_bid
performance/market_manager_optimized.cpp:145
Methodbest_bid
performance/market_manager_optimized_aggressive.cpp:102
Functionmain
performance/market_manager_optimized.cpp:708
Functionmain
performance/market_manager_optimized_aggressive.cpp:405
Functionmain
performance/market_manager.cpp:121
Functionmain
performance/itch_handler.cpp:57
Functionmain
performance/matching_engine.cpp:121
Functionmain
examples/market_manager.cpp:112
Functionmain
examples/itch_handler.cpp:52
Functionmain
examples/matching_engine.cpp:598
MethodonAddLevel
performance/market_manager.cpp:55
MethodonAddLevel
performance/matching_engine.cpp:55
MethodonAddLevel
tests/test_market_manager.cpp:56
MethodonAddLevel
examples/matching_engine.cpp:34
MethodonAddLevel
Price level handlers
include/trader/matching/market_handler.h:56
MethodonAddOrder
performance/market_manager.cpp:58
MethodonAddOrder
performance/matching_engine.cpp:58
MethodonAddOrder
tests/test_market_manager.cpp:59
MethodonAddOrder
examples/matching_engine.cpp:41
MethodonAddOrder
Order handlers
include/trader/matching/market_handler.h:61
MethodonAddOrderBook
performance/market_manager.cpp:52
MethodonAddOrderBook
performance/matching_engine.cpp:52
MethodonAddOrderBook
tests/test_market_manager.cpp:53
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