ATS
An algorithmic trading system completely written in C++
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This is the complete list of members for ats::OrderBook, including all inherited members.
ask | ats::OrderBook | |
askVol | ats::OrderBook | |
bid | ats::OrderBook | |
bidVol | ats::OrderBook | |
OrderBook(std::vector< double > bid={}, std::vector< double > bidVol={}, std::vector< double > ask={}, std::vector< double > askVol={}) | ats::OrderBook | inline |