OnixS MX HSVF Market Data Handler for C++  1.9.2.0
Public Member Functions | Public Attributes
OrderBook Class Reference

Order book. More...

List of all members.

Public Member Functions

 OrderBook (const OrderBookId &id, const PriceLevels &asks, const PriceLevels &bids)
 Initialize default instance.
std::string toString () const
 Returns string representation.

Public Attributes

OrderBookId id
 Identifier of order book.
const PriceLevels & asks
 Ask levels.
const PriceLevels & bids
 Bid levels.

Detailed Description

Order book.