MarketData¶

struct MarketData¶

Public Functions

MarketData(std::string_view const &exchange, std::string_view const &symbol, MarketDataSource)¶

MarketData(MarketData&&) = default¶

MarketData(MarketData const&) = delete¶

inline bool has_tick_size() const¶

bool is_market_active(MessageInfo const&, std::chrono::nanoseconds max_age = {}) const¶

std::pair<int64_t, bool> price_to_ticks(double price) const¶

inline Layer const &top_of_book() const¶

double total_quantity(Side, double price) const¶

inline std::chrono::nanoseconds exchange_time_utc() const¶

bool operator()(Event<ReferenceData> const&)¶

bool operator()(Event<MarketStatus> const&)¶

bool operator()(Event<TopOfBook> const&)¶

bool operator()(Event<MarketByPriceUpdate> const&)¶

bool operator()(Event<MarketByOrderUpdate> const&)¶

bool operator()(Event<TradeSummary> const&)¶

void operator()(Event<StatisticsUpdate> const&)¶

template<typename OutputIt> inline auto constexpr format_helper(OutputIt out) const¶