orderbook: Orderbook visualization/Charting software

Functions for visualizing and retrieving data for the state of an orderbook at a particular period in time.

AuthorAndrew Liu, Khanh Nguyen, David Kane
Date of publication2013-04-12 06:40:10
MaintainerAndrew Liu <andrew.tsutse.liu@gmail.com>
LicenseGPL (>= 2)
Version1.03

View on CRAN

Functions

[ Man page
add.order Man page
add.order,orderbook-method Man page
ask.orders Man page
ask.orders,orderbook-method Man page
ask.price.levels Man page
ask.price.levels,orderbook-method Man page
best.ask Man page
best.ask,orderbook-method Man page
best.bid Man page
best.bid,orderbook-method Man page
bid.orders Man page
bid.orders,orderbook-method Man page
bid.price.levels Man page
bid.price.levels,orderbook-method Man page
copy Man page
copy,orderbook-method Man page
display Man page
display,orderbook-method Man page
get.order.info Man page
get.order.info,orderbook-method Man page
inside.market Man page
inside.market,orderbook-method Man page
market.order Man page
market.order,orderbook-method Man page
mid.point Man page
mid.point,orderbook-method Man page
midpoint.return Man page
midpoint.return,orderbook-method Man page
next.trade Man page
next.trade,orderbook-method Man page
orderbook Man page
[,orderbook,character,ANY,ANY-method Man page
orderbook-class Man page
orderbook-package Man page
plot Man page
plot,orderbook-method Man page
previous.trade Man page
previous.trade,orderbook-method Man page
read.orders Man page
read.orders,orderbook-method Man page
read.time Man page
read.time,orderbook-method Man page
remove.order Man page
remove.order,orderbook-method Man page
replace.order Man page
replace.order,orderbook-method Man page
reset Man page
reset,orderbook-method Man page
show,orderbook-method Man page
spread Man page
spread,orderbook-method Man page
summary,orderbook-method Man page
total.orders Man page
total.orders,orderbook-method Man page
total.price.levels Man page
total.price.levels,orderbook-method Man page
view.trade Man page
view.trade,orderbook-method Man page

Files

orderbook
orderbook/MD5
orderbook/vignettes
orderbook/vignettes/orderbook.bib
orderbook/vignettes/orderbook.Rnw
orderbook/vignettes/Rnews.sty
orderbook/tests
orderbook/tests/reset.copy.R
orderbook/tests/read.orders.time.test.RData
orderbook/tests/read.orders.time.test.R
orderbook/tests/next.previous.trade.test.R
orderbook/tests/misc.R
orderbook/tests/add.remove.replace.market.test.R
orderbook/man
orderbook/man/view.trade.Rd orderbook/man/read.time.Rd orderbook/man/read.orders.Rd orderbook/man/plot.Rd orderbook/man/orderbook.Rd orderbook/man/orderbook-package.Rd orderbook/man/orderbook-class.Rd orderbook/man/add.order.Rd
orderbook/inst
orderbook/inst/extdata
orderbook/inst/extdata/tradersample.txt
orderbook/inst/extdata/sample.txt
orderbook/inst/doc
orderbook/inst/doc/orderbook.pdf
orderbook/inst/doc/orderbook.Rnw
orderbook/inst/doc/orderbook.R
orderbook/R
orderbook/R/orderbook.plot.R orderbook/R/orderbook.function.R orderbook/R/orderbook.R orderbook/R/helper.functions.R orderbook/R/AllGenerics.R
orderbook/NAMESPACE
orderbook/DESCRIPTION

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.