algo_order.h

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#pragma once
 
#include <common/xroad_string.h>
#include <cache/xroad_objects.h>
#include <mdata/engine/mdata_engine.h>
#include <algo/curr_engine/curr_engine.h>
 
#ifdef __cplusplus
extern "C"
{
#endif
 
typedef struct algo_order_s algo_order_t;
 
typedef enum
{
   algo_order_state_initial           = 0, 
   algo_order_state_active            = 1, 
   algo_order_state_middle            = 2, 
   algo_order_state_liquidate         = 3, 
   algo_order_state_completed         = 4, 
   algo_order_state_awaiting_cancel   = 5, 
   algo_order_state_canceled          = 6, 
   algo_order_state_awaiting_replace  = 7, 
} algo_order_state_t;
 
typedef struct
{
   void (*on_accepted)(void*, xroad_order_t*);
   void (*on_trade)(void*, xroad_order_t*, xroad_trade_t*);
   void (*on_canceled)(void*, xroad_order_t*, xroad_canceled_t*);
   void (*on_unexpected_canceled)(void*, xroad_order_t*, xroad_canceled_t*);
   void (*on_expired)(void*, xroad_order_t*);
   void (*on_replaced)(void*, xroad_order_t*, xroad_replaced_t*);
   void (*on_rejected)(void*, xroad_order_t*, xroad_rejected_t*);
   void (*on_cancel_rejected)(void*, xroad_order_t*, xroad_cancel_rejected_t* cr);
   void (*on_replace_rejected)(void*, xroad_order_t*);
 
} algo_order_callback_t;
 
algo_order_t* algo_order_create(
      mdata_engine_t*       mdata,
      algo_order_callback_t callback,
      xroad_order_t*        parent,
      curr_engine_t*        ce,
      void*                 ctx,
      int64_t               level_interval);
 
void algo_order_destroy(algo_order_t* o);
 
void algo_order_stop(algo_order_t* o);
xroad_errno_t algo_order_cancel(algo_order_t* o);
 
xroad_errno_t algo_order_send(algo_order_t* o, xroad_qty_t qty, xroad_qty_t display_qty, int64_t mid_shift, int64_t liq_shift, int64_t agression_level, int32_t pool_size);
 
xroad_errno_t algo_order_send_ex(algo_order_t* o, xroad_qty_t qty, xroad_qty_t display_qty, int64_t mid_shift, int64_t liq_shift, int64_t agression_level, int32_t sensitivity, int32_t deviation, xroad_qty_t threshold_qty, int32_t pool_size);
void algo_order_on_node_object(algo_order_t* order, void* obj);
 
void* algo_order_get_ctx(algo_order_t* order);
 
xroad_qty_t algo_order_get_qty(algo_order_t*);
 
algo_order_state_t algo_order_get_state(algo_order_t*);
 
void algo_order_set_state(algo_order_t* o, algo_order_state_t s);
 
xroad_str_t algo_order_stat(algo_order_t* o);
 
xroad_order_t* algo_order_get_parent(algo_order_t* order);
 
int32_t algo_order_exceed_limit(algo_order_t*, xroad_price_t);
 
xroad_errno_t algo_order_get_limit(algo_order_t* ao, xroad_price_t* p);
 
xroad_price_t algo_order_get_rate(algo_order_t* ao);
 
#ifdef __cplusplus
}
#endif