Tools

IsRequestComplete

inline bool roq::utils::is_request_complete(const RequestStatus &status)

Check if request has reached a final (completed) status.

IsOrderComplete

inline bool roq::utils::is_order_complete(const OrderStatus &status)

Check if order has reached a final (completed) status.

PriceFromSide

inline double roq::utils::price_from_side(const Layer &layer, Side side)

Extract price for roq::Layer given roq::Side.

Invert

inline Side roq::utils::invert(Side side)

Get the opposite Side.

Sign

inline int roq::utils::sign(Side side)

Get notional sign 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).