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This is a quick reference of functions available in the OrderBook History Library.
Name | Purpose | Use | Scope |
---|---|---|---|
OrderBook_Init | initialization | required | experts and indicators |
OrderBook_MarketBookAdd | MarketBookAdd replacement, enables notifications about market book events | required | experts and indicators |
OrderBook_MarketBookRelease | MarketBookRelease replacement, disables notifications about market book events | required | experts and indicators |
OrderBook_MarketBookGeta | MarketBookGet replacement, should be called inside OnBookEvent, returns current market book event | experts (and indicators - online only!) | |
OrderBook_MarketBookPeeka | analog of MarketBookGet, but returns historical market book event | indicators and optionally experts | |
OrderBook_CheckForEventsb | invokes the library for custom datetime, may generate multiple OnBookEvents | indicators and optionally experts | |
OrderBook_OnTickb | invokes the library from OnTick handler, may generate multiple OnBookEvents | experts | |
OrderBook_OnTimerb | invokes 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.