OrderBook Class Reference

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

Public Member Functions
	OrderBook ()
virtual	~OrderBook ()
InstrumentId	instrumentId () const
bool	empty () const throw ()
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
const Orders &	asks () const
const Orders &	bids () const
Messaging::SeqNum	lastMessageSeqNumApplied () const
Messaging::RptSeq	lastRptSeq () const

Detailed Description

A set of bid and ask orders for the given security (bids are descending and asks are ascending). The quantity is provided at each price level.

Definition at line 112 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook

(

)

virtual ~OrderBook ( )

inlinevirtual

Destruction interface.

Definition at line 119 of file OrderBook.h.

Member Function Documentation

const Orders & asks ( ) const

inline

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

Definition at line 174 of file OrderBook.h.

const Orders & bids ( ) const

inline

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

Definition at line 179 of file OrderBook.h.

bool empty ( ) const throw ( )

inline

Indicates whether book has no bids & asks.

Definition at line 189 of file OrderBook.h.

InstrumentId instrumentId ( ) const

inline

Instrument Id.

Definition at line 184 of file OrderBook.h.

Messaging::SeqNum lastMessageSeqNumApplied ( ) const

inline

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

Definition at line 195 of file OrderBook.h.

Messaging::RptSeq lastRptSeq ( ) const

inline

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

Definition at line 200 of file OrderBook.h.

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.

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

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