OnixS CBOE CSM Handler for C++  1.2.8.0
Public Types | Public Member Functions
OrderBook Class Reference

Order Book. More...

List of all members.

Public Types

typedef UInt32 ClassKey
typedef UInt32 SecurityID

Public Member Functions

 OrderBook (Implementation::OrderBookImpl *impl)
 Base initialization.
virtual ~OrderBook ()
 Destruction interface.
ClassKey classKey () const
 Class type (tag 21004) as qualified.
SecurityID securityId () const
 Unique instrument Id (tag 48) as qualified.
SecurityTradingStatuses::Enum securityTradingStatus () const
 Unique security trading status (tag 326) as qualified.
PriceTypes::Enum priceType () const
 Unique price type (tag 423) as qualified.
bool empty () const
 Indicates whether book has no bids & asks.
const PriceLevels & asks () const
 Returns a set of descending bid prices for the given security.
const PriceLevels & bids () const
 Returns a set of ascending ask prices for the given security.
std::string toString () const
 String presentation of the book.
void toString (std::string &) const
 String 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 toFormattedString () const
 Returns formatted presentation of the book.
void toFormattedString (std::string &) const
 Appends Formatted presentation of the book.
std::auto_ptr< OrderBooksnapshot () const
 Creates a read-only snapshot of the workbook.
void checkSanity () const

Detailed Description

Order Book.

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.