OnixS C++ B3 Binary UMDF Market Data Handler  1.3.3
API documentation
OrderCollections Struct Reference

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

Public Types

typedef std::vector< OrderArray
 
typedef Array::iterator ArrayEntry
 
typedef Array::const_iterator ArrayConstEntry
 

Detailed Description

Definition at line 88 of file OrderBook.h.

Member Typedef Documentation

typedef std::vector<Order> Array

Sequential collection of price levels.

Definition at line 91 of file OrderBook.h.

typedef Array::const_iterator ArrayConstEntry

Iterator for read-only access.

Definition at line 97 of file OrderBook.h.

typedef Array::iterator ArrayEntry

Mutable entry iterator.

Definition at line 94 of file OrderBook.h.


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