mdata_book.h

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#pragma once
#include <cache/xroad_objects.h>
#include <stdbool.h>
 
#include "mdata_proto.h"
 
typedef struct mdata_book_s mdata_book_t;
 
typedef enum
{
   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
} mdata_book_action_t;
 
 
#ifdef __cplusplus
extern "C"
{
#endif
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);
 
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*);
 
void mdata_book_get_orders(mdata_book_t* book, book_order_func_t cback, void* ctx);
 
typedef void (*book_level_func_t)(int32_t, xroad_side_t, xroad_price_t, xroad_qty_t, void*);
 
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);
 
/*
 * gets quote flag if quote were changed after updat
 */
int mdata_book_get_qflag(mdata_book_t* book);
 
/*
 * resets quote flag
 */
void mdata_book_reset_qflag(mdata_book_t* book);
 
#ifdef __cplusplus
}
#endif