OrderBook History Library functions: quick reference

27 July 2018, 15:20
Stanislav Korotky
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This is a quick reference of functions available in the OrderBook History Library.

NamePurposeUseScope
OrderBook_Initinitializationrequiredexperts and indicators
OrderBook_MarketBookAddMarketBookAdd replacement,
enables notifications about market book events
requiredexperts and indicators
OrderBook_MarketBookReleaseMarketBookRelease replacement,
disables notifications about market book events
requiredexperts and indicators
OrderBook_MarketBookGetaMarketBookGet replacement,
should be called inside OnBookEvent,
returns current market book event

experts
OrderBook_MarketBookPeekaanalog of MarketBookGet, but
returns historical market book event

indicators and optionally experts
OrderBook_CheckForEventsbinvokes the library for custom datetime,
may generate multiple OnBookEvents

indicators and optionally experts
OrderBook_OnTickbinvokes the library from OnTick handler,
may generate multiple OnBookEvents

experts
OrderBook_OnTimerbinvokes the library from OnTimer handler,
may generate multiple OnBookEvents

experts


a - Either OrderBook_MarketBookGet or OrderBook_MarketBookPeek should be called to read a book.

b - At least one of the functions OrderBook_OnTick, OrderBook_OnTimer, OrderBook_CheckForEvents should be called to request a book.


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