Struct OrderBook_API

#[repr(C)]
pub struct OrderBook_API(/* private fields */);

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

This struct wraps OrderBook in a way that makes it compatible with C function calls, enabling interaction with OrderBook in a C environment.

It implements the Deref trait, allowing instances of OrderBook_API to be dereferenced to OrderBook, providing access to OrderBook’s methods without having to manually access the underlying OrderBook instance.

Methods from Deref<Target = OrderBook>

pub fn reset(&mut self)

pub fn add( &mut self, order: BookOrder, flags: u8, sequence: u64, ts_event: UnixNanos, )

pub fn update( &mut self, order: BookOrder, flags: u8, sequence: u64, ts_event: UnixNanos, )

pub fn delete( &mut self, order: BookOrder, flags: u8, sequence: u64, ts_event: UnixNanos, )

pub fn clear(&mut self, sequence: u64, ts_event: UnixNanos)

pub fn clear_bids(&mut self, sequence: u64, ts_event: UnixNanos)

pub fn clear_asks(&mut self, sequence: u64, ts_event: UnixNanos)

pub fn apply_delta(&mut self, delta: &OrderBookDelta)

pub fn apply_deltas(&mut self, deltas: &OrderBookDeltas)

pub fn apply_depth(&mut self, depth: &OrderBookDepth10)

pub fn bids(&self) -> impl Iterator<Item = &Level>

pub fn asks(&self) -> impl Iterator<Item = &Level>

pub fn has_bid(&self) -> bool

pub fn has_ask(&self) -> bool

pub fn best_bid_price(&self) -> Option<Price>

pub fn best_ask_price(&self) -> Option<Price>

pub fn best_bid_size(&self) -> Option<Quantity>

pub fn best_ask_size(&self) -> Option<Quantity>

pub fn spread(&self) -> Option<f64>

pub fn midpoint(&self) -> Option<f64>

pub fn get_avg_px_for_quantity( &self, qty: Quantity, order_side: OrderSide, ) -> f64

pub fn get_avg_px_qty_for_exposure( &self, target_exposure: Quantity, order_side: OrderSide, ) -> (f64, f64, f64)

pub fn get_quantity_for_price(&self, price: Price, order_side: OrderSide) -> f64

pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)>

pub fn pprint(&self, num_levels: usize) -> String

Return a String representation of the order book in a human-readable table format.

pub fn update_quote_tick( &mut self, quote: &QuoteTick, ) -> Result<(), InvalidBookOperation>

pub fn update_trade_tick( &mut self, trade: &TradeTick, ) -> Result<(), InvalidBookOperation>

Trait Implementations

impl Deref for OrderBook_API

type Target = OrderBook

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for OrderBook_API

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.