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.

Invert

Side roq::invert(Side side)

Get the opposite Side.

Sign

int roq::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).