OrderBook Class Reference

#include <OnixS/B3/MarketData/UMDF/OrderBook.h>

Public Member Functions
InstrumentId	instrumentId () const throw ()
bool	empty () const noexcept
ConstOrdersRange	asks () const noexcept
ConstOrdersRange	bids () const noexcept
Messaging::SeqNum	lastMessageSeqNumApplied () const noexcept
Messaging::RptSeq	lastRptSeq () const noexcept
std::string	toString () const
void	toString (std::string &) const
std::string	toShortString () const
void	toShortString (std::string &) const
std::string	toFormattedString () const
void	toFormattedString (std::string &) const
	OrderBook (const OrderBook &)=delete
	OrderBook (OrderBook &&)=delete
OrderBook &	operator= (const OrderBook &)=delete

Protected Member Functions
	OrderBook (size_t depth, const Implementation::InstrumentRepository *instrumentRepository, InstrumentId id)
	~OrderBook ()

Protected Attributes
const size_t	depth_
const InstrumentId	id_
const Implementation::InstrumentRepository *const	instrumentRepository_

Detailed Description

A set of bid and ask orders for the given security (bids are descending and asks are ascending).

Definition at line 295 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook ( const OrderBook &  )

delete

OrderBook ( OrderBook &&  )

delete

OrderBook ( size_t  depth, const Implementation::InstrumentRepository *  instrumentRepository, InstrumentId  id  )

protected

~OrderBook ( )

protected

Member Function Documentation

ConstOrdersRange asks ( ) const

noexcept

Returns a set of descending ask prices for the given security.

ConstOrdersRange bids ( ) const

noexcept

Returns a set of ascending bid prices for the given security.

bool empty ( ) const

noexcept

Indicates whether book has no bids & asks.

InstrumentId instrumentId ( ) const throw ( )

inline

Instrument Id.

Definition at line 299 of file OrderBook.h.

Messaging::SeqNum lastMessageSeqNumApplied ( ) const

noexcept

Returns the last processed packet sequence number of the incremental channel.

Messaging::RptSeq lastRptSeq ( ) const

noexcept

Returns the last processed RptSeq (sequence number per instrument update) for this instrument.

OrderBook& operator= ( const OrderBook &  )

delete

std::string toFormattedString

(

)

const

Returns formatted presentation of the book.

void toFormattedString

(

std::string &

)

const

Appends Formatted presentation of the book.

std::string toShortString

(

)

const

Returns brief book info.

void toShortString

(

std::string &

)

const

Appends brief book info to the string.

std::string toString

(

)

const

String presentation of the book.

void toString

(

std::string &

)

const

String presentation of the book.

Member Data Documentation

const size_t depth_

protected

Definition at line 346 of file OrderBook.h.

const InstrumentId id_

protected

Definition at line 347 of file OrderBook.h.

const Implementation::InstrumentRepository* const instrumentRepository_

protected

Definition at line 348 of file OrderBook.h.

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The documentation for this class was generated from the following file:

• OnixS/B3/MarketData/UMDF/OrderBook.h