List of all items

Structs

• data::bar::Bar
• data::bar::BarCache
• data::bar::BarSpecification
• data::bar::BarType
• data::best_bid_ask::BestBidAsk
• data::book_snapshot::OrderBookSnapshot
• data::book_snapshot::SharedOrderBookSnapshot
• data::market_trade::MarketTrade
• data::market_trade::TradeBatch
• data::orderbook::OrderBook
• data::orderbook::PriceLevel
• data::orderbook::SharedOrderBook
• data::simd_orderbook::SharedSimdOrderBook
• data::simd_orderbook::SimdOrderBook
• data::simd_orderbook::SimdPriceLevels
• data::simd_trade::SimdTradeBatch
• data::zero_copy::MessageHeader
• data::zero_copy::ZeroCopyOrderBookUpdate
• data::zero_copy::ZeroCopyPriceLevel
• data::zero_copy::ZeroCopyTrade
• instruments::InstrumentId
• instruments::SpotInstrument
• matching_engine::ExecutedTrade
• matching_engine::LimitOrder
• matching_engine::MatchingEngine
• matching_engine::OrderResult
• memory::order_trade_pools::PooledOrderBuilder
• order_update::OrderUpdate
• position::FuturesPosition
• position::PositionUpdate
• simd::SimdOps
• trading_order::Order
• types::ClientId
• types::OrderId
• types::PositionId
• types::StrategyId
• types::TradeId

Enums

• common::LogLevel
• data::bar::BarAggregation
• enums::AssetType
• enums::Exchange
• enums::InstrumentType
• enums::OrderSide
• enums::OrderStatus
• enums::OrderType
• enums::PriceType
• enums::TimeInForce
• position::MarginType
• position::PositionSide
• venues::Venue

Traits

• instruments::Instrument

Functions

• common::current_time_ns
• common::is_stale
• common::milliseconds_to_nanoseconds
• common::nanoseconds_to_milliseconds
• data::bar::get_bar_interval_ns
• data::zero_copy::parse_message
• data::zero_copy::parse_message_generic
• data::zero_copy::parse_message_mut
• memory::order_trade_pools::get_pooled_order
• memory::order_trade_pools::get_pooled_order_global
• memory::order_trade_pools::get_pooled_trade
• memory::order_trade_pools::get_pooled_trade_global

Type Aliases

• SmartString
• common::Result
• data::book_snapshot::OrderBookSnapshot128
• data::book_snapshot::OrderBookSnapshot32
• data::book_snapshot::OrderBookSnapshot64
• data::book_snapshot::SharedOrderBookSnapshot128
• data::book_snapshot::SharedOrderBookSnapshot32
• data::book_snapshot::SharedOrderBookSnapshot64
• data::orderbook::OrderBook128
• data::orderbook::OrderBook32
• data::orderbook::OrderBook64
• data::orderbook::SharedOrderBook128
• data::orderbook::SharedOrderBook32
• data::orderbook::SharedOrderBook64
• data::simd_orderbook::SharedSimdOrderBook64
• data::simd_orderbook::SimdOrderBook64
• data::simd_orderbook::SimdPriceLevels64
• data::zero_copy::ZeroCopyOrderBookUpdate10
• data::zero_copy::ZeroCopyOrderBookUpdate20
• data::zero_copy::ZeroCopyOrderBookUpdate5