Order book change. More...

Public Member Functions
bool	price (Price &price) const
	Provides access to price component if exists. More...

bool	quantity (SignedQuantity &quantity) const
	Provides access to quantity component if exists. More...

std::string	toString () const
	Returns the text representation.

void	toString (std::string &) const
	Appends the text representation.

Public Member Functions inherited from BookChangeBase< PriceLevel >
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
	ImpliedBookChange (SecurityId id, const GroupInstance &entry)

Protected Member Functions inherited from BookChangeBase< PriceLevel >
	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.

Additional Inherited Members
Public Types inherited from BookChangeBase< PriceLevel >
typedef PriceLevel	PriceLevelData
	Price level data type.

Detailed Description

Order book change.

Member Function Documentation

bool price ( Price & price) const

inline

Provides access to price component if exists.

bool quantity ( SignedQuantity & quantity) const

inline

Provides access to quantity component if exists.