OrderBook Class Reference

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

Public Member Functions
bool	empty () const noexcept
ConstOrdersRange	asks () const noexcept
ConstOrdersRange	bids () 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) noexcept
	~OrderBook ()

Protected Attributes
const size_t	depth_
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 466 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook() [1/3]

OrderBook ( const OrderBook & )

delete

OrderBook() [2/3]

OrderBook ( OrderBook && )

delete

OrderBook() [3/3]

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

protectednoexcept

~OrderBook()

~OrderBook ( )

protected

Member Function Documentation

asks()

ConstOrdersRange asks ( ) const

noexcept

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

bids()

ConstOrdersRange bids ( ) const

noexcept

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

empty()

bool empty ( ) const

noexcept

Indicates whether book has no bids & asks.

operator=()

OrderBook & operator= ( const OrderBook & )

delete

toFormattedString() [1/2]

std::string toFormattedString

(

)

const

Returns formatted presentation of the book.

toFormattedString() [2/2]

void toFormattedString

(

std::string &

)

const

Appends Formatted presentation of the book.

toShortString() [1/2]

std::string toShortString

(

)

const

Returns brief book info.

toShortString() [2/2]

void toShortString

(

std::string &

)

const

Appends brief book info to the string.

toString() [1/2]

std::string toString

(

)

const

String presentation of the book.

toString() [2/2]

void toString

(

std::string &

)

const

String presentation of the book.

Member Data Documentation

depth_

const size_t depth_

protected

Definition at line 505 of file OrderBook.h.

instrumentRepository_

const Implementation::InstrumentRepository* const instrumentRepository_

protected

Definition at line 506 of file OrderBook.h.