order-book.h

// SPDX-License-Identifier: MIT
// Copyright (C) 2021 Marcelo Diop-Gonzalez

#ifndef ORDER_BOOK_H
#define ORDER_BOOK_H

#include <glib.h>
#include <stdint.h>

#include "exchg/decimal.h"
#include "exchg/exchanges.h"
#include "exchg/orders.h"

struct order_book;

struct order_book *order_book_new(int max_depth[EXCHG_ALL_EXCHANGES],
				  bool sort_by_nominal_price);
void order_book_free(struct order_book *ob);
void order_book_clear(struct order_book *ob, enum exchg_id);
void order_book_add_update(struct order_book *ob,
			   const struct exchg_l2_update *update);
void order_book_update_finish(struct order_book *ob,
			      const struct exchg_l2_update *update);
int order_book_num_bids(struct order_book *ob);
int order_book_num_offers(struct order_book *ob);
void order_book_foreach_bid(struct order_book *ob,
			    int (*f)(const struct exchg_limit_order *o, void *user),
			    void *user);
void order_book_foreach_offer(struct order_book *ob,
			      int (*f)(const struct exchg_limit_order *o, void *user),
			      void *user);
bool order_book_best_bid(struct exchg_limit_order *dst,
			 struct order_book *ob, enum exchg_id);
bool order_book_best_ask(struct exchg_limit_order *dst,
			 struct order_book *ob, enum exchg_id);

#endif