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).