Module book

Structs

• OrderBook_API
  C compatible Foreign Function Interface (FFI) for an underlying OrderBook.

Functions

• orderbook_add
• orderbook_apply_delta
• orderbook_apply_deltas
• orderbook_apply_depth
• orderbook_asks
• orderbook_best_ask_price
• orderbook_best_ask_size
• orderbook_best_bid_price
• orderbook_best_bid_size
• orderbook_bids
• orderbook_book_type
• orderbook_check_integrity
• orderbook_clear
• orderbook_clear_asks
• orderbook_clear_bids
• orderbook_count
• orderbook_delete
• orderbook_drop
• orderbook_get_avg_px_for_quantity
• orderbook_get_quantity_for_price
• orderbook_has_ask
• orderbook_has_bid
• orderbook_instrument_id
• orderbook_midpoint
• orderbook_new
• orderbook_pprint_to_cstr
  Returns a pretty printed OrderBook number of levels per side, as a C string pointer.
• orderbook_reset
• orderbook_sequence
• orderbook_simulate_fills
• orderbook_spread
• orderbook_ts_last
• orderbook_update
• orderbook_update_quote_tick
  Updates the order book with a quote tick.
• orderbook_update_trade_tick
  Updates the order book with a trade tick.
• vec_fills_drop