forked from zouchao2010/liquibook-1
-
Notifications
You must be signed in to change notification settings - Fork 0
/
easy.html
103 lines (90 loc) · 4.18 KB
/
easy.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Liquibook</title>
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta name="description" content="">
<meta name="author" content="Jeff Schmitz">
<!-- Le styles -->
<link href="css/bootstrap.min.css" rel="stylesheet">
<link href="css/liquibook.css" rel="stylesheet">
<style>
body {
padding-top: 60px; /* 60px to make the container go all the way to the bottom of the topbar */
}
</style>
<link href="css/bootstrap-responsive.min.css" rel="stylesheet">
<!-- HTML5 shim, for IE6-8 support of HTML5 elements -->
<!--[if lt IE 9]>
<script src="js/html5shiv.js"></script>
<![endif]-->
<!-- Fav and touch icons -->
<link rel="apple-touch-icon-precomposed" sizes="144x144" href="../assets/ico/apple-touch-icon-144-precomposed.png">
<link rel="apple-touch-icon-precomposed" sizes="114x114" href="../assets/ico/apple-touch-icon-114-precomposed.png">
<link rel="apple-touch-icon-precomposed" sizes="72x72" href="../assets/ico/apple-touch-icon-72-precomposed.png">
<link rel="apple-touch-icon-precomposed" href="../assets/ico/apple-touch-icon-57-precomposed.png">
<link rel="shortcut icon" href="../assets/ico/favicon.png">
</head>
<body>
<div class="navbar navbar-inverse navbar-fixed-top">
<div class="navbar-inner">
<div class="container">
<button type="button" class="btn btn-navbar" data-toggle="collapse" data-target=".nav-collapse">
<span class="icon-bar"></span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
<a class="brand" href="index.html">Liquibook</a>
<div class="nav-collapse collapse">
<ul class="nav">
<li><a href="index.html">Home</a></li>
<li><a href="fast.html">Fast</a></li>
<li><a href="flexible.html">Flexible</a></li>
<li class="active"><a href="easy.html">Easy</a></li>
<li><a href="get-started.html">Get Started</a></li>
</ul>
</div><!--/.nav-collapse -->
</div>
</div>
</div>
<div class="container">
<h1>Liquibook is Easy. <span class="highlight">Kindergarten Easy</span></h1>
<p>To be usable, Liquibook must be easy to integrate. You need to:</p>
<ul>
<li>Create a class that implements the Order Interface</li>
<li>Instantiate OrderBook and use interface</li>
<li>Handle callbacks by overriding OrderBook::perform_callback()</li>
<li>Either call OrderBook::perform_callbacks() in the calling thread, or signal a background thread to do it. </li>
</ul>
<h2>How do I...?</h2>
<ul>
<li>Use my Order class - Just bind your <i>pointer to order</i> type to the OrderBook template.</li>
<pre>class MyOrderBook : public OrderBook<MyOrder*> { ... }</pre>
<li>Use shared pointers - just pass a shared pointer type as the OrderBook template argument.</li>
<pre>typedef boost::shared_ptr<SimpleOrder> MyOrderPtr;
class MyOrderBook : public OrderBook<MyOrderPtr> { ... }</pre>
<li>Track aggregate depth levels - instantiate Depth in your child OrderBook, and manipulate it in the callback handling, like impl::SimpleOrderBook does.</li>
<pre>depth_.add_order(...);
depth_.fill_order(...);
depth_.close_order(...);
depth_.replace_order(...);
depth_.ignore_fill_qty(...);
</pre>
<li>Track more than 5 depth levels - Just instantiate Depth with the number you want.</li>
<pre>typedef book::Depth<10> MyDepth</pre>
<li>Track BBO only - Just instantiate Depth with one level.</li>
<pre>typedef book::Depth<10> MyBBO</pre>
<li></li>
<li></li>
<li></li>
<li></li>
</ul>
</div> <!-- /container -->
<!-- Le javascript
================================================== -->
<!-- Placed at the end of the document so the pages load faster -->
<script src="js/jquery-1.9.1.min.js"></script>
<scriprt src="js/bootstrap.min.js"></script>
</body>
</html>