List of all items
Structs
- BacktestResult
- SimdAlignedBuffer
- adapters::binance_tardis::BinanceTardisAdapter
- adapters::binance_tardis::TardisL2Event
- adapters::binance_tardis::TardisL2Iterator
- adapters::krx_a3b6g7::FieldMetadata
- adapters::krx_a3b6g7::KrxA3B6G7Adapter
- adapters::krx_a3b6g7::KrxA3B6G7Event
- adapters::krx_a3b6g7::KrxA3B6G7Iterator
- adapters::krx_a3b6g7::MarketStats
- engine::BacktestConfig
- engine::BacktestEngine
- engine::BacktestStats
- engine::OrderResponse
- features::FeatureCalculator
- features::FeatureSnapshot
- features::Level
- features::MicrostructuralFeatures
- features::OrderBookFeatures
- features::OrderBookSnapshot
- features::TradeFeatures
- features::TradeTick
- features::asymmetry::AsymmetryIndexCalculator
- features::asymmetry::AsymmetryMetrics
- features::asymmetry::MultiTimeframeAsymmetry
- features::asymmetry::MultiTimeframeMetrics
- features::liquidity::LiquidityAnalyzer
- features::market_impact::KylesLambdaCalculator
- features::market_impact::MarketImpactAnalyzer
- features::market_impact::MarketImpactMetrics
- features::order_flow::OrderFlowAnalyzer
- features::order_flow::VPINCalculator
- features::queue::QueueAnalyzer
- features::tardis_advanced::HarmonicOscillator
- features::tardis_advanced::HarmonicResult
- features::tardis_advanced::OrderTypeTracker
- features::tardis_advanced::TardisAdvancedFeatures
- features::tardis_advanced::TardisConfig
- features::tardis_advanced::TardisFeatureVector
- features::tardis_features::AdvancedVPINCalculator
- features::tardis_features::ExponentialDecayCalculator
- features::tardis_features::PriceEntropyCalculator
- features::tardis_features::PriceRunCalculator
- features::tardis_features::RelativeTickVolumeCalculator
- features::tardis_features::RollingPriceImpactCalculator
- features::tardis_features::TradingBurstDetector
- features::tardis_features::VolumePriceSensitivityCalculator
- features::volatility::VolatilityEstimator
- latency::AssetLatency
- latency::BimodalLatency
- latency::FixedLatency
- latency::GaussianLatency
- latency::UniformLatency
- matching::ConservativeParams
- matching::Execution
- matching::MarketImpact
- matching::MatchingEngine
- matching::Order
- orderbook::Level
- orderbook::OrderBook
- parallel::MultiSymbolBacktest
- parallel::ParallelConfig
- parallel::ParallelEngine
- parallel::SharedState
- parallel::SimpleMarketDataProvider
- parallel::SymbolConfig
- simd_enhanced::EnhancedSimdOps
- simd_enhanced::SimdAlignedBuffer
Enums
- adapters::binance_tardis::ParseError
- adapters::krx_a3b6g7::FieldType
- adapters::krx_a3b6g7::KrxEventType
- adapters::krx_a3b6g7::ParseError
- engine::Event
- engine::MarketDataEvent
- engine::OrderEvent
- engine::ResponseType
- features::FeatureError
- features::TradeSide
- features::asymmetry::DirectionalPressure
- features::tardis_advanced::OrderType
- matching::OrderSide
- matching::OrderType
- matching::QueueModel
- matching::QueuePosition
- matching::TimeInForce
Traits
Functions
- features::asymmetry::calculate_asymmetry_index
- features::liquidity::calculate_liquidity_imbalance
- features::liquidity::calculate_liquidity_shocks
- features::liquidity::calculate_total_liquidity
- features::market_impact::simd::calculate_kyles_lambda_batch
- features::order_flow::calculate_ofi
- features::order_flow::calculate_vpin
- features::order_flow::calculate_weighted_ofi
- features::queue::calculate_queue_imbalance
- features::queue::calculate_weighted_queue_imbalance
- features::tardis_features::calculate_depth_weighted_ofi
- features::tardis_features::calculate_liquidity_shock_ratio
- features::tardis_features::calculate_multi_level_ofi_detailed
- features::tardis_features::calculate_multi_level_queue_imbalance
- features::tardis_features::calculate_order_book_depth
- features::tardis_features::calculate_order_book_slope
- features::tardis_features::calculate_order_cancel_rate
- features::tardis_features::calculate_relative_spread
- features::tardis_features::calculate_volume_weighted_ofi
- features::tardis_features::calculate_weighted_order_imbalance
- features::volatility::calculate_realized_volatility
- latency::presets::colocation
- latency::presets::cross_region
- latency::presets::datacenter
- latency::presets::exchange_realistic
- latency::presets::internet