List of all items

Structs

• client::ExecutionClientAdapter
• client::core::ExecutionClientCore
• engine::ExecutionEngine
• engine::config::ExecutionEngineConfig
• engine::stubs::StubExecutionClient
• matching_core::OrderMatchInfo
• matching_core::OrderMatchingCore
• matching_core::handlers::ShareableFillLimitOrderHandler
• matching_core::handlers::ShareableFillMarketOrderHandler
• matching_core::handlers::ShareableTriggerStopOrderHandler
• matching_engine::adapter::OrderEngineAdapter
• matching_engine::config::OrderMatchingEngineConfig
• matching_engine::engine::OrderMatchingEngine
• matching_engine::ids_generator::IdsGenerator
• models::fee::FixedFeeModel
• models::fee::MakerTakerFeeModel
• models::fill::BestPriceFillModel
• models::fill::CompetitionAwareFillModel
• models::fill::DefaultFillModel
• models::fill::LimitOrderPartialFillModel
• models::fill::MarketHoursFillModel
• models::fill::OneTickSlippageFillModel
• models::fill::ProbabilisticFillModel
• models::fill::ProbabilisticFillState
• models::fill::SizeAwareFillModel
• models::fill::ThreeTierFillModel
• models::fill::TwoTierFillModel
• models::fill::VolumeSensitiveFillModel
• models::latency::StaticLatencyModel
• order_emulator::adapter::OrderEmulatorAdapter
• order_emulator::emulator::OrderEmulator
• order_emulator::handlers::OrderEmulatorExecuteHandler
• order_emulator::handlers::OrderEmulatorOnEventHandler
• order_manager::manager::OrderManager
• reconciliation::FillSnapshot
• reconciliation::ReconciliationResult
• reconciliation::VenuePositionSnapshot

Enums

• matching_core::handlers::FillLimitOrderHandlerAny
• matching_core::handlers::FillMarketOrderHandlerAny
• matching_core::handlers::TriggerStopOrderHandlerAny
• models::fee::FeeModelAny
• models::fill::FillModelAny
• order_manager::handlers::CancelOrderHandlerAny
• order_manager::handlers::ModifyOrderHandlerAny
• order_manager::handlers::SubmitOrderHandlerAny
• reconciliation::FillAdjustmentResult

Traits

• matching_core::handlers::FillLimitOrderHandler
• matching_core::handlers::FillMarketOrderHandler
• matching_core::handlers::TriggerStopOrderHandler
• models::fee::FeeModel
• models::fill::FillModel
• models::latency::LatencyModel
• order_manager::handlers::CancelOrderHandler
• order_manager::handlers::ModifyOrderHandler
• order_manager::handlers::SubmitOrderHandler

Functions

• protection::protection_price_calculate
• python::execution
• python::reconciliation::py_adjust_fills_for_partial_window
• python::reconciliation::py_calculate_reconciliation_price
• reconciliation::adjust_fills_for_partial_window
• reconciliation::calculate_reconciliation_price
• reconciliation::check_position_match
• reconciliation::check_position_reconciliation
• reconciliation::create_incremental_inferred_fill
• reconciliation::create_inferred_fill
• reconciliation::create_inferred_fill_for_qty
• reconciliation::create_reconciliation_accepted
• reconciliation::create_reconciliation_canceled
• reconciliation::create_reconciliation_expired
• reconciliation::create_reconciliation_rejected
• reconciliation::create_reconciliation_triggered
• reconciliation::create_reconciliation_updated
• reconciliation::create_synthetic_fill_report
• reconciliation::create_synthetic_order_report
• reconciliation::create_synthetic_trade_id
• reconciliation::create_synthetic_venue_order_id
• reconciliation::detect_zero_crossings
• reconciliation::generate_external_order_status_events
• reconciliation::is_within_single_unit_tolerance
• reconciliation::process_mass_status_for_reconciliation
• reconciliation::reconcile_fill_report
• reconciliation::reconcile_order_report
• reconciliation::should_reconciliation_update
• reconciliation::simulate_position
• trailing::trailing_stop_calculate
• trailing::trailing_stop_calculate_with_bid_ask
• trailing::trailing_stop_calculate_with_last