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d/dx
0.1.0 documentation
d/dx
0.1.0 documentation

General

  • d/dx: Tech Stack
  • Evaluation & Simulation Framework

quant

  • quant
    • Struct SimulationResult
    • Struct Event
    • Struct Level
    • Struct Order
    • Class Engine
    • Class Feature
    • Class OrderBook
    • Class OrderBookView
    • Enum Action
    • Enum Side

research

  • forecasting
    • forecasting.data
    • forecasting.metrics
    • forecasting.simulation
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File OrderBook.hpp¶

↰ Parent directory (engine/include)

Core book data structure and event processing logic.

Definition (engine/include/OrderBook.hpp)¶

  • Program Listing for File OrderBook.hpp

Includes¶

  • Types.hpp (File Types.hpp)

  • ankerl/unordered_dense.h

  • cstdint

  • vector

Included By¶

  • File Engine.hpp

  • File OrderBookView.hpp

Classes¶

  • Class OrderBook

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On this page
  • File OrderBook.hpp
    • Definition (engine/include/OrderBook.hpp)
    • Includes
    • Included By
    • Classes