Tools¶
IsRequestComplete¶
-
bool
roq
::
is_request_complete
(const RequestStatus &status)¶ Check if request has reached a final (completed) status.
IsOrderComplete¶
-
bool
roq
::
is_order_complete
(const OrderStatus &status)¶ Check if order has reached a final (completed) status.
PriceFromSide¶
-
double
roq
::
price_from_side
(const Layer &layer, Side side)¶ Extract price for roq::Layer given roq::Side.
DepthBuilder¶
-
class
DepthBuilder
¶ An interface representing the operations needed to maintain a current view of depth based on incremental updates.
A choice must be made whether to update based on roq::MarketByPriceUpdate or roq::MarketByOrderUpdate.
The
reset
method must be called following a disconnect. (The next update is then expected to be a snapshot).