OrderBook Class Reference

Public Member Functions
	OrderBook ()
virtual	~OrderBook ()
InstrumentId	instrumentId () const
bool	empty () const noexcept
bool	bestAsk (Price &price, Quantity &quantity) const
bool	bestBid (Price &price, Quantity &quantity) const
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 PriceLevels &	asks () const
const PriceLevels &	bids () const
UInt64	lastMessageSeqNumApplied () const

Detailed Description

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

Definition at line 175 of file OrderBook.h.

Constructor & Destructor Documentation

OrderBook()

OrderBook

(

)

~OrderBook()

virtual ~OrderBook ( )

inlinevirtual

Destruction interface.

Definition at line 182 of file OrderBook.h.

Member Function Documentation

asks()

const PriceLevels & asks ( ) const

inline

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

Definition at line 286 of file OrderBook.h.

bestAsk()

bool bestAsk ( Price & price, Quantity & quantity ) const

inline

Definition at line 296 of file OrderBook.h.

bestBid()

bool bestBid ( Price & price, Quantity & quantity ) const

inline

Definition at line 301 of file OrderBook.h.

bids()

const PriceLevels & bids ( ) const

inline

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

Definition at line 291 of file OrderBook.h.

empty()

bool empty ( ) const

inlinenoexcept

Indicates whether book has no bids & asks.

Definition at line 311 of file OrderBook.h.

instrumentId()

InstrumentId instrumentId ( ) const

inline

Instrument Id.

Definition at line 306 of file OrderBook.h.

lastMessageSeqNumApplied()

UInt64 lastMessageSeqNumApplied ( ) const

inline

Returns Last Message Seq Num Applied to the Book.

Definition at line 317 of file OrderBook.h.

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.