OrderBook.h File Reference

#include <OnixS/B3/MarketData/UMDF/ABI.h>
#include <OnixS/B3/MarketData/UMDF/Defines.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Composites.h>
#include <vector>
#include <memory>

Go to the source code of this file.

Classes
struct	Order
struct	OrderCollections
class	OrderBook

Namespaces
	OnixS
	OnixS::B3
	OnixS::B3::MarketData
	OnixS::B3::MarketData::UMDF

Typedefs
typedef UInt64	InstrumentId
typedef UInt64	OrderId
typedef Int64	Quantity
typedef Messaging::PriceOptional	Price
typedef OrderCollections::Array	Orders
typedef OrderCollections::ArrayEntry	OrderEntry
typedef OrderCollections::ArrayConstEntry	OrderConstEntry

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