tai v0.0.43 Tai.Markets.OrderBook

Manage price points for a venue's order book

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Functions

Returns a specification to start this module under a supervisor.

Invoked when the server is started. `start_link/3` or `start/3` will block until it returns.

Link to this section Types

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product()

product() :: Tai.Venues.Product.t()
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product_symbol()

product_symbol() :: Tai.Venues.Product.symbol()
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t()

t() :: %Tai.Markets.OrderBook{
  asks: %{required(price :: number()) => size :: pos_integer()},
  bids: %{required(price :: number()) => size :: pos_integer()},
  last_received_at: DateTime.t(),
  last_venue_timestamp: DateTime.t() | nil,
  product_symbol: product_symbol(),
  venue_id: venue_id()
}

Link to this section Functions

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child_spec(init_arg)

Returns a specification to start this module under a supervisor.

See `Supervisor`.

Invoked when the server is started. `start_link/3` or `start/3` will block until it returns.

`init_arg` is the argument term (second argument) passed to `start_link/3`.

Returning `{:ok, state}` will cause `start_link/3` to return `{:ok, pid}` and the process to enter its loop.

Returning `{:ok, state, timeout}` is similar to `{:ok, state}`, except that it also sets a timeout. See the "Timeouts" section in the module documentation for more information.

Returning `{:ok, state, :hibernate}` is similar to `{:ok, state}` except the process is hibernated before entering the loop. See `c:handle_call/3` for more information on hibernation.

Returning `{:ok, state, {:continue, continue}}` is similar to `{:ok, state}` except that immediately after entering the loop the `c:handle_continue/2` callback will be invoked with the value `continue` as first argument.

Returning `:ignore` will cause `start_link/3` to return `:ignore` and the process will exit normally without entering the loop or calling `c:terminate/2`. If used when part of a supervision tree the parent supervisor will not fail to start nor immediately try to restart the `GenServer`. The remainder of the supervision tree will be started and so the `GenServer` should not be required by other processes. It can be started later with `Supervisor.restart_child/2` as the child specification is saved in the parent supervisor. The main use cases for this are:

  • The `GenServer` is disabled by configuration but might be enabled later.
  • An error occurred and it will be handled by a different mechanism than the `Supervisor`. Likely this approach involves calling `Supervisor.restart_child/2` after a delay to attempt a restart.

Returning `{:stop, reason}` will cause `start_link/3` to return `{:error, reason}` and the process to exit with reason `reason` without entering the loop or calling `c:terminate/2`.

Callback implementation for `GenServer.init/1`.

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replace(change_set)

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start_link(product)

start_link(product()) :: GenServer.on_start()
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to_name(venue, symbol)

to_name(venue_id(), product_symbol()) :: atom()