List of all items

Structs

• backtest::Asset
• backtest::Backtest
• backtest::BacktestBuilder
• backtest::BacktestProcessorState
• backtest::L2AssetBuilder
• backtest::L3AssetBuilder
• backtest::MultiAssetSingleExchangeBacktest
• backtest::MultiAssetSingleExchangeBacktestBuilder
• backtest::assettype::InverseAsset
• backtest::assettype::LinearAsset
• backtest::data::Cache
• backtest::data::Data
• backtest::data::DataPtr
• backtest::data::FeedLatencyAdjustment
• backtest::data::Field
• backtest::data::NpyHeader
• backtest::data::Reader
• backtest::data::ReaderBuilder
• backtest::models::CommonFees
• backtest::models::ConstantLatency
• backtest::models::DirectionalFees
• backtest::models::FlatPerTradeFeeModel
• backtest::models::IntpOrderLatency
• backtest::models::L3FIFOQueueModel
• backtest::models::LogProbQueueFunc
• backtest::models::LogProbQueueFunc2
• backtest::models::OrderLatencyRow
• backtest::models::PowerProbQueueFunc
• backtest::models::PowerProbQueueFunc2
• backtest::models::PowerProbQueueFunc3
• backtest::models::ProbQueueModel
• backtest::models::QueuePos
• backtest::models::RiskAdverseQueueModel
• backtest::models::TradingQtyFeeModel
• backtest::models::TradingValueFeeModel
• backtest::order::OrderBus
• backtest::proc::L3Local
• backtest::proc::L3NoPartialFillExchange
• backtest::proc::Local
• backtest::proc::NoPartialFillExchange
• backtest::proc::PartialFillExchange
• backtest::recorder::BacktestRecorder
• backtest::state::State
• depth::BTreeMarketDepth
• depth::FusedHashMapMarketDepth
• depth::HashMapMarketDepth
• depth::L3Order
• depth::ROIVectorMarketDepth
• live::Instrument
• live::LiveBot
• live::LiveBotBuilder
• live::LoggingRecorder
• live::ipc::iceoryx::CustomHeader
• live::ipc::iceoryx::IceoryxBuilder
• live::ipc::iceoryx::IceoryxChannel
• live::ipc::iceoryx::IceoryxReceiver
• live::ipc::iceoryx::IceoryxSender
• live::ipc::iceoryx::IceoryxUnifiedChannel
• prelude::AlignedArray
• types::Event
• types::LiveError
• types::Order
• types::OrderRequest
• types::StateValues

Enums

• backtest::BacktestError
• backtest::ExchangeKind
• backtest::data::DataSource
• live::BotError
• live::ipc::iceoryx::ChannelError
• types::BuildError
• types::ErrorKind
• types::LiveEvent
• types::LiveRequest
• types::OrdType
• types::Side
• types::Status
• types::TimeInForce
• types::Value
• types::WaitOrderResponse

Traits

• backtest::assettype::AssetType
• backtest::data::DataPreprocess
• backtest::data::NpyDTyped
• backtest::data::POD
• backtest::models::FeeModel
• backtest::models::L3QueueModel
• backtest::models::LatencyModel
• backtest::models::Probability
• backtest::models::QueueModel
• backtest::proc::LocalProcessor
• backtest::proc::Processor
• depth::ApplySnapshot
• depth::L1MarketDepth
• depth::L2MarketDepth
• depth::L3MarketDepth
• depth::MarketDepth
• live::ipc::Channel
• types::AnyClone
• types::Bot
• types::Recorder

Functions

• backtest::data::read_npy_file
• backtest::data::read_npz_file
• backtest::data::write_npy
• prelude::get_precision

Type Aliases

• types::OrderId

Constants

• depth::INVALID_MAX
• depth::INVALID_MIN
• live::ipc::TO_ALL
• prelude::CACHE_LINE_SIZE
• types::ADD_ORDER_EVENT
• types::BUY_EVENT
• types::CANCEL_ORDER_EVENT
• types::DEPTH_BBO_EVENT
• types::DEPTH_CLEAR_EVENT
• types::DEPTH_EVENT
• types::DEPTH_SNAPSHOT_EVENT
• types::EXCH_ADD_ORDER_EVENT
• types::EXCH_ASK_ADD_ORDER_EVENT
• types::EXCH_ASK_DEPTH_BBO_EVENT
• types::EXCH_ASK_DEPTH_CLEAR_EVENT
• types::EXCH_ASK_DEPTH_EVENT
• types::EXCH_ASK_DEPTH_SNAPSHOT_EVENT
• types::EXCH_BID_ADD_ORDER_EVENT
• types::EXCH_BID_DEPTH_BBO_EVENT
• types::EXCH_BID_DEPTH_CLEAR_EVENT
• types::EXCH_BID_DEPTH_EVENT
• types::EXCH_BID_DEPTH_SNAPSHOT_EVENT
• types::EXCH_BUY_TRADE_EVENT
• types::EXCH_CANCEL_ORDER_EVENT
• types::EXCH_DEPTH_CLEAR_EVENT
• types::EXCH_EVENT
• types::EXCH_FILL_EVENT
• types::EXCH_MODIFY_ORDER_EVENT
• types::EXCH_SELL_TRADE_EVENT
• types::EXCH_TRADE_EVENT
• types::FILL_EVENT
• types::LOCAL_ADD_ORDER_EVENT
• types::LOCAL_ASK_ADD_ORDER_EVENT
• types::LOCAL_ASK_DEPTH_BBO_EVENT
• types::LOCAL_ASK_DEPTH_CLEAR_EVENT
• types::LOCAL_ASK_DEPTH_EVENT
• types::LOCAL_ASK_DEPTH_SNAPSHOT_EVENT
• types::LOCAL_BID_ADD_ORDER_EVENT
• types::LOCAL_BID_DEPTH_BBO_EVENT
• types::LOCAL_BID_DEPTH_CLEAR_EVENT
• types::LOCAL_BID_DEPTH_EVENT
• types::LOCAL_BID_DEPTH_SNAPSHOT_EVENT
• types::LOCAL_BUY_TRADE_EVENT
• types::LOCAL_CANCEL_ORDER_EVENT
• types::LOCAL_DEPTH_CLEAR_EVENT
• types::LOCAL_EVENT
• types::LOCAL_FILL_EVENT
• types::LOCAL_MODIFY_ORDER_EVENT
• types::LOCAL_SELL_TRADE_EVENT
• types::LOCAL_TRADE_EVENT
• types::MODIFY_ORDER_EVENT
• types::SELL_EVENT
• types::TRADE_EVENT
• types::UNTIL_END_OF_DATA