Simulation¶
Matcher¶
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class
roq
::
Matcher
¶ Order matching interface used to manage a simulated order book.
Public Functions
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~Matcher
()¶
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void
dispatch
(Dispatcher &dispatcher, std::chrono::nanoseconds next) = 0¶ Dispatch all pending messages.
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void
operator()
(const Event<MarketDataStatus>&) = 0¶
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void
operator()
(const Event<OrderManagerStatus>&) = 0¶
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void
operator()
(const Event<ReferenceData>&) = 0¶
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void
operator()
(const Event<MarketStatus>&) = 0¶
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void
operator()
(const Event<StatisticsUpdate>&) = 0¶
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void
operator()
(const Event<MarketByPriceUpdate>&) = 0¶
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void
operator()
(const Event<MarketByOrderUpdate>&) = 0¶
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void
operator()
(const Event<TradeSummary>&) = 0¶
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void
operator()
(const Event<CreateOrder>&) = 0¶
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void
operator()
(const Event<ModifyOrder>&) = 0¶
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void
operator()
(const Event<CancelOrder>&) = 0¶
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void
operator()
(const Event<PositionUpdate>&) = 0¶
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void
operator()
(const Event<FundsUpdate>&) = 0¶
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class
Dispatcher
¶ Dispatch interface used to handle (possibly processed) events.
Public Functions
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void
operator()
(const Event<DownloadBegin>&) = 0¶
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void
operator()
(const Event<DownloadEnd>&) = 0¶
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void
operator()
(const Event<MarketDataStatus>&) = 0¶
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void
operator()
(const Event<OrderManagerStatus>&) = 0¶
-
void
operator()
(const Event<ReferenceData>&) = 0¶
-
void
operator()
(const Event<MarketStatus>&) = 0¶
-
void
operator()
(const Event<MarketByPriceUpdate>&) = 0¶
-
void
operator()
(const Event<MarketByOrderUpdate>&) = 0¶
-
void
operator()
(const Event<TradeSummary>&) = 0¶
-
void
operator()
(const Event<StatisticsUpdate>&) = 0¶
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void
operator()
(const Event<OrderUpdate>&) = 0¶
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void
operator()
(const Event<TradeUpdate>&) = 0¶
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void
operator()
(const Event<PositionUpdate>&) = 0¶
-
void
operator()
(const Event<FundsUpdate>&) = 0¶
-
void
-
Generator¶
-
class
roq
::
Generator
¶ Generator interface used to manage a sequence of messages.
Public Functions
-
~Generator
()¶
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std::pair<bool, std::chrono::nanoseconds>
fetch
() = 0¶ Fetch information about the next message.
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void
dispatch
(Dispatcher &dispatcher) = 0¶ Request the next message to be dispatched.
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class
Dispatcher
¶ Dispatch interface used to handle update events.
Public Functions
-
void
operator()
(const Event<MarketDataStatus>&) = 0¶
-
void
operator()
(const Event<OrderManagerStatus>&) = 0¶
-
void
operator()
(const Event<ReferenceData>&) = 0¶
-
void
operator()
(const Event<MarketStatus>&) = 0¶
-
void
operator()
(const Event<MarketByPriceUpdate>&) = 0¶
-
void
operator()
(const Event<MarketByOrderUpdate>&) = 0¶
-
void
operator()
(const Event<TradeSummary>&) = 0¶
-
void
operator()
(const Event<StatisticsUpdate>&) = 0¶
-
void
operator()
(const Event<PositionUpdate>&) = 0¶
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void
operator()
(const Event<FundsUpdate>&) = 0¶
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void
-