#include <cache/xroad_objects.h>
#include <stdbool.h>
#include "mdata_proto.h"

Include dependency graph for mdata_book.h:

This graph shows which files directly or indirectly include this file:

Typedefs
typedef struct mdata_book_s	mdata_book_t

typedef void(*	book_order_func_t) (xroad_object_id_t, int64_t, xroad_side_t, xroad_price_t, xroad_qty_t, xroad_timestamp_t ts, void *)

typedef void(*	book_level_func_t) (int32_t, xroad_side_t, xroad_price_t, xroad_qty_t, void *)

Enumerations
enum	mdata_book_action_t { book_order_add = 1 , book_order_update = 2 , book_order_delete = 3 , book_add = 4 , book_update = 5 , book_delete = 6 , book_order_filled = 7 }

Functions
mdata_book_t *	mdata_book_create (xroad_instr_t *instr)

void	mdata_book_destroy (mdata_book_t *book)

void	mdata_book_clear (mdata_book_t *book)

int32_t	mdata_book_update (mdata_book_t *book, mdata_book_action_t action, xroad_price_t price, xroad_qty_t qty, xroad_side_t side, xroad_timestamp_t ts)

int32_t	mdata_book_order_update (mdata_book_t *book, mdata_book_action_t action, int64_t order_id, xroad_price_t price, xroad_qty_t qty, xroad_side_t side, xroad_timestamp_t ts)

xroad_instr_t *	mdata_book_get_instr (mdata_book_t *book)

bool	mdata_book_is_crossed (mdata_book_t *book)

bool	mdata_book_is_empty (mdata_book_t *book)

void	mdata_book_get_orders (mdata_book_t book, book_order_func_t cback, void ctx)

void	mdata_book_get_levels (mdata_book_t book, xroad_side_t side, int32_t num, book_level_func_t cback, void ctx)

void	mdata_book_print (mdata_book_t *book)

void	mdata_quote_update_book (mdata_quote_t quote, mdata_book_t book)

void	mdata_book_20_update_book (mdata_book_20_t book_20, mdata_book_t book, bool auto_fix)

int	mdata_book_get_qflag (mdata_book_t *book)

void	mdata_book_reset_qflag (mdata_book_t *book)

Detailed Description

Author: Danil Krivopustov krivo.nosp@m.pust.nosp@m.ovda@.nosp@m.gmai.nosp@m.l.com

Typedef Documentation

◆ book_level_func_t

typedef void(* book_level_func_t) (int32_t, xroad_side_t, xroad_price_t, xroad_qty_t, void *)

map entry free function

◆ book_order_func_t

typedef void(* book_order_func_t) (xroad_object_id_t, int64_t, xroad_side_t, xroad_price_t, xroad_qty_t, xroad_timestamp_t ts, void *)

map entry free function

Function Documentation

◆ mdata_book_20_update_book()

void mdata_book_20_update_book	(	mdata_book_20_t *	book_20,
		mdata_book_t *	book,
		bool	auto_fix
	)

converts

See also: mdata_book_t to; mdata_book_20_t

Parameters

[out]	book	- pointer to mdata_book_20_t
[in]	book	- pointer to mdata_book_t
[in]	auto_fix	- if true fixes crossed book

◆ mdata_book_clear()

void mdata_book_clear ( mdata_book_t * book )

removes all book entries

Parameters

[in] book - pointer to book

◆ mdata_book_create()

mdata_book_t* mdata_book_create ( xroad_instr_t * instr )

creates book with dynamic qty of levels

Parameters

[in] instr - book instrument returns pointer to book

◆ mdata_book_destroy()

void mdata_book_destroy ( mdata_book_t * book )

destroys book

Parameters

[in] book - pointer to book

◆ mdata_book_get_instr()

xroad_instr_t* mdata_book_get_instr ( mdata_book_t * book )

gets instrument of the book

Parameters

[in] book - pointer to book

Returns: instument of the book

◆ mdata_book_get_levels()

void mdata_book_get_levels	(	mdata_book_t *	book,
		xroad_side_t	side,
		int32_t	num,
		book_level_func_t	cback,
		void *	ctx
	)

returns true if best bid >= best ask

Parameters

[in] book - pointer to book

◆ mdata_book_get_orders()

void mdata_book_get_orders	(	mdata_book_t *	book,
		book_order_func_t	cback,
		void *	ctx
	)

returns true if best bid >= best ask

Parameters

[in] book - pointer to book

◆ mdata_book_is_crossed()

bool mdata_book_is_crossed ( mdata_book_t * book )

returns true if best bid >= best ask

Parameters

[in] book - pointer to book

◆ mdata_book_is_empty()

bool mdata_book_is_empty ( mdata_book_t * book )

returns true if book is empty

Parameters

[in] book - pointer to book

◆ mdata_book_order_update()

int32_t mdata_book_order_update	(	mdata_book_t *	book,
		mdata_book_action_t	action,
		int64_t	order_id,
		xroad_price_t	price,
		xroad_qty_t	qty,
		xroad_side_t	side,
		xroad_timestamp_t	ts
	)

updates book with new data, sorts levels

Parameters

[in]	book	- pointer to book
[in]	action	- update action
[in]	order_id	- id of order
[in]	price	- the price
[in]	qty	- the quantity
[in]	side	- side[buy=1, sell=2]

Returns: 1 - if best bid or best aks have changed, otherwise 0

◆ mdata_book_print()

void mdata_book_print ( mdata_book_t * book )

prints book in log with debug log levels

Parameters

[in] book - pointer to book

◆ mdata_book_update()

int32_t mdata_book_update	(	mdata_book_t *	book,
		mdata_book_action_t	action,
		xroad_price_t	price,
		xroad_qty_t	qty,
		xroad_side_t	side,
		xroad_timestamp_t	ts
	)

updates book with new data, sorts levels

Parameters

[in]	book	- pointer to book
[in]	action	- update action
[in]	price	- the price
[in]	qty	- the quantity
[in]	side	- side[buy=1, sell=2]

Returns: 1 - if best bid or best aks have changed, otherwise 0

◆ mdata_quote_update_book()

void mdata_quote_update_book	(	mdata_quote_t *	quote,
		mdata_book_t *	book
	)

converts mdata_book_t to mdata_quote_t

Parameters

[out]	book	- quote pointer to mdata_quote_t
[in]	book	- pointer to mdata_book_t

Typedefs

Enumerations

Functions

Detailed Description

Typedef Documentation

◆ book_level_func_t

◆ book_order_func_t

Function Documentation

◆ mdata_book_20_update_book()

◆ mdata_book_clear()

◆ mdata_book_create()

◆ mdata_book_destroy()

◆ mdata_book_get_instr()

◆ mdata_book_get_levels()

◆ mdata_book_get_orders()

◆ mdata_book_is_crossed()

◆ mdata_book_is_empty()

◆ mdata_book_order_update()

◆ mdata_book_print()

◆ mdata_book_update()

◆ mdata_quote_update_book()