|
|
| BookSnapshot (MarketDepth initialCapacity=0) |
| | Pre-constructs book of given capacity.
|
| |
| template<class Other > |
| | BookSnapshot (const Other &other, MarketDepth maxDepth=static_cast< MarketDepth >(-1)) |
| | Constructs instance as compatible copy (optionally limited by depth) of given instance. More...
|
| |
|
| ~BookSnapshot () |
| | Deletes holding book instance.
|
| |
|
| operator Book & () |
| | Casts snapshot to book type (mutable case).
|
| |
|
| operator const Book & () const |
| | Casts snapshot to book type (immutable case).
|
| |
|
Book & | book () |
| | Returns reference to underlying book.
|
| |
|
const Book & | book () const |
| | Returns reference to underlying book.
|
| |
| template<class Other > |
| This & | operator= (const Other &other) |
| | Re-initializes snapshot as compatible copy of the other instance. More...
|
| |
| template<class OtherBook > |
| This & | assign (const OtherBook &otherBook, MarketDepth maxDepth=MarketDepthTraits::MaxDepth) |
| | Re-initializes snapshot as compatible copy of the other instance with ability to limit number of layers to be copied. More...
|
| |
| template<class OtherBook > |
| This & | assign (const BookSnapshot< OtherBook > &other, MarketDepth maxDepth=MarketDepthTraits::MaxDepth) |
| | Re-initializes snapshot as compatible copy of the other instance with ability to limit number of layers to be copied. More...
|
| |
template<class BookType>
class OnixS::CME::MarketData::BookSnapshot< BookType >
Book snapshot.
Manages instance of order book for storing and coping purposes.
