FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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fastmm::L2Book< kMaxDepth > Member List

This is the complete list of members for fastmm::L2Book< kMaxDepth >, including all inherited members.

apply_delta(const BookDeltaMsg &d) noexceptfastmm::L2Book< kMaxDepth >inline
apply_level(Side side, Price price, Qty qty) noexceptfastmm::L2Book< kMaxDepth >inline
apply_snapshot(std::span< const Level > bids, std::span< const Level > asks, std::uint64_t seq, Timestamp ts) noexceptfastmm::L2Book< kMaxDepth >inline
best_ask() const noexceptfastmm::L2Book< kMaxDepth >inline
best_bid() const noexceptfastmm::L2Book< kMaxDepth >inline
clear() noexceptfastmm::L2Book< kMaxDepth >inline
crossed() const noexceptfastmm::L2Book< kMaxDepth >inline
crossed_for(Timestamp now) const noexceptfastmm::L2Book< kMaxDepth >inline
depth(Side side) const noexceptfastmm::L2Book< kMaxDepth >inline
depth() const noexceptfastmm::L2Book< kMaxDepth >inline
for_each_level(Side side, F &&f) const noexceptfastmm::L2Book< kMaxDepth >inline
has_snapshot() const noexceptfastmm::L2Book< kMaxDepth >inline
is_valid() const noexceptfastmm::L2Book< kMaxDepth >inline
kDepthfastmm::L2Book< kMaxDepth >static
kLinearScanfastmm::L2Book< kMaxDepth >static
L2Book() noexcept=defaultfastmm::L2Book< kMaxDepth >
last_update() const noexceptfastmm::L2Book< kMaxDepth >inline
level(Side side, std::size_t i) const noexceptfastmm::L2Book< kMaxDepth >inline
mark_snapshot() noexceptfastmm::L2Book< kMaxDepth >inline
mid() const noexceptfastmm::L2Book< kMaxDepth >inline
price_for_qty(Side side, Qty qty) const noexceptfastmm::L2Book< kMaxDepth >inline
qty_at_or_better(Side side, Price limit) const noexceptfastmm::L2Book< kMaxDepth >inline
raw(Side side) const noexceptfastmm::L2Book< kMaxDepth >inline
seq() const noexceptfastmm::L2Book< kMaxDepth >inline
set_last_update(Timestamp t) noexceptfastmm::L2Book< kMaxDepth >inline
set_seq(std::uint64_t s) noexceptfastmm::L2Book< kMaxDepth >inline
spread() const noexceptfastmm::L2Book< kMaxDepth >inline
top(Side side) const noexceptfastmm::L2Book< kMaxDepth >inline
truncated(Side side) const noexceptfastmm::L2Book< kMaxDepth >inline
truncated() const noexceptfastmm::L2Book< kMaxDepth >inline