BookChangeBase< PriceLevel > Class Template Reference

Order book change. More...

Public Types
typedef PriceLevel	PriceLevelData
	Price level data type.

Public Member Functions
SecurityId	securityId () const
BookChangeType	type () const
	Book change type.
BookChangeSide	side () const
	Book change side.
PriceLevelIndex	priceLevel () const
	Price level index (starts with 0).
bool	priceLevelData (PriceLevelData &levelData) const
	Price level data (price, qty, number of orders (if available)). More...
const GroupInstance &	marketDataEntry () const
	Returns market data entry of underlying message.

Protected Member Functions
	BookChangeBase (SecurityId id, const GroupInstance &entry)
	Retrieves basic attributes of the change.
	~BookChangeBase ()
	Cleans everything up.
void	securityId (SecurityId id)
	Updates value of security identifier, whose book is to be updated by the change. More...
void	type (BookChangeType type)
	Updates type of book change.
void	side (BookChangeSide side)
	Updates side of book change.
void	priceLevel (PriceLevelIndex level)
	Updates price level value.
const PriceLevelData *	priceLevelData () const
	Price level data associates with change (if available).
void	linkPriceLevelData (const PriceLevelData *levelData)
	Associates price level data with the change. More...
void	marketDataEntry (const GroupInstance &entry)
	Updates market data entry associated with change.

Detailed Description

template<class PriceLevel>
class OnixS::CME::MarketData::BookChangeBase< PriceLevel >

Order book change.

Member Function Documentation

void linkPriceLevelData ( const PriceLevelData *  levelData)

inlineprotected

Associates price level data with the change.

Change doesn't keep local copy of price level data. Instead, it keeps reference to data stored outside of instance.

bool priceLevelData ( PriceLevelData &  levelData) const

inline

Price level data (price, qty, number of orders (if available)).

Returns

'true' if price level data is available for the change. Otherwise, returns 'false'. Price level data may absent for certain changes like 'Delete' and 'Overlay'.

void securityId ( SecurityId  id)

inlineprotected

Updates value of security identifier, whose book is to be updated by the change.