libjmmcg  release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
order_book.hpp File Reference
#include "../common/config.h"
#include "core/exception.hpp"
#include <algorithm>
#include <experimental/iterator>
#include <list>
#include <map>
#include <queue>
#include "order_book_impl.hpp"
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Classes

class  isimud::ISIMUD_VER_NAMESPACE::order_book< MsgType >
 A simple implementation of a price/time limit order book. More...
 
struct  isimud::ISIMUD_VER_NAMESPACE::order_book< MsgType >::cheapest_t
 
struct  isimud::ISIMUD_VER_NAMESPACE::order_book< MsgType >::most_expensive_t
 
struct  isimud::ISIMUD_VER_NAMESPACE::order_book< MsgType >::cheapest_orders_by_time_t
 
class  isimud::ISIMUD_VER_NAMESPACE::order_book< MsgType >::most_expensive_by_time_t
 

Namespaces

namespace  isimud
 
namespace  isimud::ISIMUD_VER_NAMESPACE