OrderBook History Library functions: quick reference

27 July 2018, 15:20
Stanislav Korotky
0
406

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.