@brief Cancel an existing order in the book. @param book a pointer to the limit order book object @param order_id the ID of the order to cancel

Cancel an order with given order ID. Args: order_id: the ID of the order to cancel Returns: None

@brief Cancel an existing order in the book. @param order_id the ID of the order to cancel

Clear all the orders in the book.

Place a sell limit order with given quantity and price. Args: side: the side of the order to place order_id:

@brief Add a new order to the book. @param side whether the order is a buy (true) or sell (false) @param order_id the ID for the order @param quantit

Place a market buy order. Args: order_id: the ID for the order to add quantity: the quantity of shares in th

Place a market sell order. Args: order_id: the ID for the order to add quantity: the quantity of shares in t

Insert a new order book entry at the tail of the price point list */

@brief Return the best price for the given side. @param side the side to get the best price from @returns the best price on the given side of the boo

@brief Return the best buy price. @param book a pointer to the limit order book object @returns the best bid price in the book

@brief Return the best sell price. @param book a pointer to the limit order book object @returns the best ask price in the book

@brief Add a new buy limit order to the book. @param book a pointer to the limit order book object @param uid the ID for the order @param quantity th

@brief Add a new buy limit order to the book. @param order_id the ID for the order @param quantity the number of shares to buy @param price the limit

@brief Add a new sell limit order to the book. @param book a pointer to the limit order book object @param uid the ID for the order @param quantity t

@brief Add a new sell limit order to the book. @param order_id the ID for the order @param quantity the number of shares to sell @param price the lim

Load the ctypes library and configure the parameter and return types. Returns: the ctypes library object

@brief Execute a buy market order. @param book a pointer to the limit order book object @param uid the ID for the order @param quantity the quantity

@brief Execute a buy market order. @param order_id the ID for the order @param quantity the quantity of the market order

@brief Execute a sell market order. @param book a pointer to the limit order book object @param uid the ID for the order @param quantity the quantity

@brief Execute a sell market order. @param order_id the ID for the order @param quantity the quantity in the market order

@brief Initialize a new limit data.

Initialize a new order data.

setup the module initializer. required to link visual studio C++ ctypes

@brief Return the total volume for the book. @param book a pointer to the limit order book object @returns the total volume of orders in the book

@brief Return the total volume for the buy side of the book. @param book a pointer to the limit order book object @return the total volume on the buy

@brief Return the total volume for the buy side of the book. @param book a pointer to the limit order book object @param price the limit price to get

@brief Return the volume at the given limit price. @param book a pointer to the limit order book object @returns the volume of orders at the given li

@brief Return the total volume for the sell side of the book. @param book a pointer to the limit order book object @return the total volume on the se

@brief Return the total volume for the sell side of the book. @param book a pointer to the limit order book object @param price the limit price to ge

Delete this limit order book.

Initialize a new limit order book.

Virtually private constructor.

@brief Return the best price for the given side. @param book a pointer to the limit order book object @param side the side to get the best price from

Cancel an outstanding order */

@brief Clear all the orders in the book. @param book a pointer to the limit order book object

@brief Clear all the orders in the book.