List of all items

Structs

• TimestampMs
• orderbook::book::OrderBook
• orderbook::book_change_event::PriceLevelChangedEvent
• orderbook::clock::MonotonicClock
• orderbook::clock::StubClock
• orderbook::fees::FeeOverflow
• orderbook::fees::FeeSchedule
• orderbook::implied_volatility::BlackScholes
• orderbook::implied_volatility::IVConfig
• orderbook::implied_volatility::IVParams
• orderbook::implied_volatility::IVResult
• orderbook::implied_volatility::SolverConfig
• orderbook::iterators::LevelInfo
• orderbook::iterators::LevelsInRange
• orderbook::iterators::LevelsUntilDepth
• orderbook::iterators::LevelsWithCumulativeDepth
• orderbook::manager::BookManagerStd
• orderbook::manager::BookManagerTokio
• orderbook::market_impact::MarketImpact
• orderbook::market_impact::OrderSimulation
• orderbook::mass_cancel::MassCancelResult
• orderbook::order_state::OrderStateTracker
• orderbook::risk::RiskConfig
• orderbook::risk::RiskCounters
• orderbook::risk::RiskState
• orderbook::sequencer::in_memory_journal::InMemoryJournal
• orderbook::sequencer::journal::JournalEntry
• orderbook::sequencer::replay::ReplayBookConfig
• orderbook::sequencer::replay::ReplayEngine
• orderbook::sequencer::types::SequencerEvent
• orderbook::serialization::JsonEventSerializer
• orderbook::snapshot::EnrichedSnapshot
• orderbook::snapshot::MetricFlags
• orderbook::snapshot::OrderBookSnapshot
• orderbook::snapshot::OrderBookSnapshotPackage
• orderbook::statistics::DepthStats
• orderbook::statistics::DistributionBin
• orderbook::trade::TradeEvent
• orderbook::trade::TradeInfo
• orderbook::trade::TradeResult
• orderbook::trade::TransactionInfo
• prelude::TimestampMs

Enums

• Id
• OrderType
• Side
• TimeInForce
• orderbook::error::ManagerError
• orderbook::error::OrderBookError
• orderbook::implied_volatility::IVError
• orderbook::implied_volatility::IVQuality
• orderbook::implied_volatility::OptionType
• orderbook::implied_volatility::PriceSource
• orderbook::order_state::CancelReason
• orderbook::order_state::OrderStatus
• orderbook::reject_reason::RejectReason
• orderbook::risk::ReferencePriceSource
• orderbook::sequencer::error::JournalError
• orderbook::sequencer::replay::ReplayError
• orderbook::sequencer::types::SequencerCommand
• orderbook::sequencer::types::SequencerResult
• orderbook::serialization::SerializationError
• orderbook::stp::STPMode
• prelude::Id
• prelude::OrderType
• prelude::Side
• prelude::TimeInForce

Traits

• orderbook::clock::Clock
• orderbook::manager::BookManager
• orderbook::modifications::OrderQuantity
• orderbook::sequencer::journal::Journal
• orderbook::serialization::EventSerializer

Functions

• orderbook::implied_volatility::solve_iv
• orderbook::implied_volatility::solve_iv_bisection
• orderbook::metrics::record_depth
• orderbook::metrics::record_reject
• orderbook::metrics::record_trades
• orderbook::sequencer::replay::snapshots_match
• utils::current_time_millis

Type Aliases

• DefaultOrderBook
• DefaultOrderType
• LegacyOrderBook
• LegacyOrderType
• OrderId
• orderbook::book_change_event::PriceLevelChangedListener
• orderbook::order_state::OrderStateListener
• orderbook::sequencer::journal::JournalReadIter
• orderbook::trade::TradeListener

Constants

• orderbook::metrics::DEPTH_LEVELS_ASK
• orderbook::metrics::DEPTH_LEVELS_BID
• orderbook::metrics::REJECTS_TOTAL
• orderbook::metrics::TRADES_TOTAL
• orderbook::sequencer::journal::ENTRY_CRC_SIZE
• orderbook::sequencer::journal::ENTRY_HEADER_SIZE
• orderbook::sequencer::journal::ENTRY_OVERHEAD
• orderbook::snapshot::ORDERBOOK_SNAPSHOT_FORMAT_VERSION
• orderbook::snapshot::ORDERBOOK_SNAPSHOT_MIN_READ_VERSION