FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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fastmm::Oms Member List

This is the complete list of members for fastmm::Oms, including all inherited members.

best_own_px(InstrumentId id, Side s) const noexceptfastmm::Omsinline
classify(ClientOrderId id) const noexceptfastmm::Omsinline
find(ClientOrderId id) const noexceptfastmm::Omsinline
for_each_open_order(F &&f) const noexceptfastmm::Omsinline
for_each_open_order(InstrumentId id, F &&f) const noexceptfastmm::Omsinline
get(Handle< Order > h) const noexceptfastmm::Omsinline
get(Handle< Order > h) noexceptfastmm::Omsinline
ids_left() const noexceptfastmm::Omsinline
is_live(Handle< Order > h) const noexceptfastmm::Omsinline
next_cl_ord_id() noexceptfastmm::Omsinline
Oms(std::uint16_t session_epoch=1, std::uint64_t max_seq=kMaxSeq) noexceptfastmm::Omsinlineexplicit
Oms(const Oms &)=deletefastmm::Oms
on_ack(const OrderAckMsg &m) noexceptfastmm::Omsinline
on_cancel_ack(const OrderCancelAckMsg &m) noexceptfastmm::Omsinline
on_cancel_reject(const OrderCancelRejectMsg &m) noexceptfastmm::Omsinline
on_expired(const OrderExpiredMsg &m) noexceptfastmm::Omsinline
on_fill(const OrderFillMsg &m) noexceptfastmm::Omsinline
on_reject(const OrderRejectMsg &m) noexceptfastmm::Omsinline
open_count() const noexceptfastmm::Omsinline
open_count(InstrumentId id) const noexceptfastmm::Omsinline
open_qty(InstrumentId id, Side s) const noexceptfastmm::Omsinline
operator=(const Oms &)=deletefastmm::Oms
reconcile_begin(VenueId venue=VenueId::invalid(), std::optional< ClientOrderId > sent_watermark=std::nullopt) noexceptfastmm::Omsinline
reconcile_end(F &&f, VenueId venue=VenueId::invalid()) noexceptfastmm::Omsinline
reconcile_open_order(const ReconcileMsg &m) noexceptfastmm::Omsinline
request_cancel(Handle< Order > h) noexceptfastmm::Omsinline
request_cancel_unacked(Handle< Order > h) noexceptfastmm::Omsinline
request_replace(Handle< Order > h, ClientOrderId new_id, Price px, Qty qty, Timestamp now={}) noexceptfastmm::Omsinline
session_epoch() const noexceptfastmm::Omsinline
stats() const noexceptfastmm::Omsinline
submit(const NewOrderRequest &req, ClientOrderId id, Timestamp now) noexceptfastmm::Omsinline
sweep_pending(Timestamp now, Duration timeout, F &&f) noexceptfastmm::Omsinline
times(Handle< Order > h) const noexceptfastmm::Omsinline
warm_up() noexceptfastmm::Omsinline