Functions — github.com/dgtony/orderbook-rs

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Functions59 in github.com/dgtony/orderbook-rs

⨍ Functions 59 ◇ Types & classes 15

↓ 24 callersFunctionmatch_float

(expected: f64, get: f64)

src/lib.rs:15

↓ 18 callersMethodprocess_order

(&mut self, order: OrderRequest<Asset>)

src/engine/orderbook.rs:121

↓ 14 callersFunctionparse_asset

(asset: &str)

src/lib.rs:31

↓ 13 callersFunctionnew_limit_order_request

Create request for the new limit order

src/engine/orders.rs:72

↓ 5 callersMethodpeek

(&mut self)

src/engine/order_queues.rs:82

↓ 4 callersMethodpop

(&mut self)

src/engine/order_queues.rs:96

↓ 3 callersMethodcancel

(&mut self, id: u64)

src/engine/order_queues.rs:140

↓ 3 callersFunctionget_queue_asks

()

src/engine/order_queues.rs:261

↓ 3 callersFunctionget_queue_bids

()

src/engine/order_queues.rs:233

↓ 3 callersFunctionget_queue_empty

(side: OrderSide)

src/engine/order_queues.rs:228

↓ 3 callersMethodinsert

Add new limit order to the queue

src/engine/order_queues.rs:109

↓ 3 callersFunctionnew_market_order_request

Create request for the new market order

src/engine/orders.rs:50

↓ 3 callersFunctionnew_sequence_gen

(min: u64, max: u64)

src/engine/sequence.rs:26

↓ 2 callersMethodget_current_order_id

Return ID of current order in queue

src/engine/order_queues.rs:211

↓ 2 callersMethodnext_id

(&mut self)

src/engine/sequence.rs:11

↓ 2 callersMethodorder_matching

( &mut self, results: &mut OrderProcessingResult, opposite_order: &Order<Asset>,

src/engine/orderbook.rs:445

↓ 2 callersFunctionparse_asset

(asset: &str)

src/bin/example.rs:17

↓ 2 callersMethodstore_new_limit_order

( &mut self, results: &mut OrderProcessingResult, order_id: u64, order_asset:

src/engine/orderbook.rs:411

↓ 1 callersMethodamend

use it when price was changed

src/engine/order_queues.rs:128

↓ 1 callersMethodclean_check

Verify if queue should be cleaned

src/engine/order_queues.rs:169

↓ 1 callersMethodcmp

(&self, other: &Self)

src/engine/order_queues.rs:19

↓ 1 callersMethodcurrent_spread

Get current spread as a tuple: (bid, ask)

src/engine/orderbook.rs:205

↓ 1 callersFunctionlimit_order_cancel_request

Create request for cancelling active limit order

src/engine/orders.rs:121

↓ 1 callersMethodmodify_current_order

Used internally when current order is partially matched. Note: do not modify price or time, cause index doesn't change!

src/engine/order_queues.rs:157

↓ 1 callersMethodprocess_limit_order

( &mut self, results: &mut OrderProcessingResult, order_id: u64, order_asset:

src/engine/orderbook.rs:263

↓ 1 callersMethodprocess_market_order

( &mut self, results: &mut OrderProcessingResult, order_id: u64, order_asset:

src/engine/orderbook.rs:214

↓ 1 callersMethodprocess_order_amend

( &mut self, results: &mut OrderProcessingResult, order_id: u64, side: OrderSi

src/engine/orderbook.rs:346

↓ 1 callersMethodprocess_order_cancel

( &mut self, results: &mut OrderProcessingResult, order_id: u64, side: OrderSi

src/engine/orderbook.rs:386

↓ 1 callersMethodrebuild_idx

Recreate order-index queue with changed index info

src/engine/order_queues.rs:190

↓ 1 callersMethodremove_stalled

Remove dangling indices without orders from queue

src/engine/order_queues.rs:180

↓ 1 callersMethodvalidate

(&self, request: &OrderRequest<Asset>)

src/engine/validation.rs:43

↓ 1 callersMethodvalidate_amend

(&self, id: u64, price: f64, qty: f64)

src/engine/validation.rs:127

↓ 1 callersMethodvalidate_cancel

(&self, id: u64)

src/engine/validation.rs:144

↓ 1 callersMethodvalidate_limit

( &self, order_asset: Asset, price_asset: Asset, price: f64, qty: f64,

src/engine/validation.rs:99

↓ 1 callersMethodvalidate_market

( &self, order_asset: Asset, price_asset: Asset, qty: f64, )

src/engine/validation.rs:76

Functionamend_order_request

Create request for changing price/qty for the active limit order. Note: do not change order side! Instead cancel existing order and create a new one.

src/engine/orders.rs:99

Functioncancel_nonexisting

()

src/engine/orderbook.rs:586

Functioncurrent_spread

()

src/lib.rs:398

Methodeq

(&self, other: &Self)

src/engine/order_queues.rs:44

Functionlimit_order_exact_match

()

src/lib.rs:302

Functionlimit_order_on_empty_orderbook

()

src/lib.rs:215

Functionlimit_order_partial_match

src/bin/example.rs:28

Functionmarket_order_on_empty_orderbook

()

src/lib.rs:42

Functionmarket_order_partial_match

()

src/lib.rs:75

Functionmarket_order_two_orders_match

()

src/lib.rs:131

Methodnew

Create new orderbook for pair of assets # Examples Basic usage: ``` let mut orderbook = Orderbook::new(Asset::BTC, Asset::USD); let result = orderbo

src/engine/orderbook.rs:96

Methodnew

( orderbook_order_asset: Asset, orderbook_price_asset: Asset, min_sequence_id: u64,

src/engine/validation.rs:28

Methodnew

Create new order queue Queue is universal and could be used for both asks and bids

src/engine/order_queues.rs:71

Methodpartial_cmp

(&self, other: &Self)

src/engine/order_queues.rs:38

Functionqueue_operations_amend

()

src/engine/order_queues.rs:346

Functionqueue_operations_cancel_order1

()

src/engine/order_queues.rs:377

Functionqueue_operations_cancel_order2

()

src/engine/order_queues.rs:388

Functionqueue_operations_insert_unique

()

src/engine/order_queues.rs:288

Functionqueue_operations_modify_order

()

src/engine/order_queues.rs:329

Functionqueue_operations_ordering_ask

()

src/engine/order_queues.rs:320

Functionqueue_operations_ordering_bid

()

src/engine/order_queues.rs:311

Functionseq_from_positive

()

src/engine/sequence.rs:51

Functionseq_from_zero

()

src/engine/sequence.rs:40