OnixS C++ B3 Binary UMDF Market Data Handler 1.10.0
Users' manual and API documentation
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OrderBook.h File Reference

Go to the source code of this file.

Classes

struct  OrderBookPoolSettings
struct  OrderBookPoolSettings::GrowthPolicy
class  OrderBookPool
struct  OrderBookPool::Statistic
struct  Order
struct  BookOrderId
class  OrdersIterator
class  ConstOrdersRange
class  OrderBook
struct  BookAtomicChangeAction
class  BookAtomicChange

Namespaces

namespace  OnixS
namespace  OnixS::B3
namespace  OnixS::B3::MarketData
namespace  OnixS::B3::MarketData::UMDF
namespace  OnixS::B3::MarketData::UMDF::Implementation
namespace  std
namespace  std::ranges

Typedefs

typedef UInt64 InstrumentId
typedef UInt64 OrderId
typedef Int64 Quantity
typedef Messaging::PriceOptional Price
typedef const BookOrderIdOrdersIterator

Functions

bool operator== (const Order &l, const Order &r) noexcept
ONIXS_B3_UMDF_MD_API std::ostream & operator<< (std::ostream &stream, const Order &value)
ONIXS_B3_UMDF_MD_API void validate (const OrderBook &)

Variables

template<>
constexpr bool enable_borrowed_range< OnixS::B3::MarketData::UMDF::ConstOrdersRange > = true